Last minute change to venue, price, terms, goods are all legit reasons to cancel the deal. There's no firearm I want more than my safety and peace of mind. For the drive off with bill of sale, don't chase the guy (I assume anyone showing up to a deal is strapped. Why would you do something provocative in that situation?) just pull out your cell phone and snap a photo of the person/vehicle. Talk to the other party over the phone before you meet and set clear expectations (e.g. I will take it at the agreed price contingent on inspection - if the piece isn't as pictured/advertised, the deal is off or subject to renegotiation).