Lunatic Loophole

God looks out for fools, drunks, little children, and the United States of America.

—Winston Churchill, or Otto von Bismarck...somebody said it...

So you've organized this major heist, with a motley team of criminals of all different personalities, which has Gone Horribly Wrong, and the whole Bolivian army is at your doorstep. Things look dire. But you can be assured of one thing: The batshit insane one will get away, and probably go on to have adventures of their own.

Maybe crazy people are invisible to police, or maybe God has a plan for this individual, though what that plan is is anybody's guess. Or maybe God just loves a lunatic.

Obviously, this is a sub-trope of Crazy Awesome as well as Karma Houdini. Also related somewhat to Joker Immunity. Also sort of related to The Fool, except this character's insane, not stupid. Also similar to Insanity Immunity.

As a Death Trope, Spoilers ahead may be unmarked. Beware.

Examples of Lunatic Loophole include:

Comic Books

By the end of Marvel Zombies 4, it appears that the severed head of Zombie Deadpool has escaped the destruction of all the other super-zombies.
Johnny from Johnny the Homicidal Maniac, which is Exactly What It Says on the Tin, manages to avoid being arrested for or even suspected of any of his murders. This trope is taken to an extreme as said murders include draining the blood of a flower vendor, on a crowded street in broad daylight, with numerous horrified witnesses present.
- Which is actually a Plot Point: he's protected from harm by an exceptionally malevolent Weirdness Censor. Which is dispelled by the end of the series, necessitating a Walk the Earth ending.

Film

Maggie Gyllenhaal's character, Raven, in Cecil B. Demented definitely qualifies as the craziest of the Sprocket Holes (and that's saying something). Making this example particularly egregious is when Honey Whitlock (Melanie Griffith's character) is being arrested, Raven actually calls to her, to tell her the movie's finished, and throws Honey a devil-kiss, and not one cop notices her, as she then hides in the back of a hearse.
Garland Greene, Steve Buscemi's character in Con Air. At the end, when all the other convicts are either dead or being arrested, Greene just walks off into the Sunset Strip and starts gambling.
In Menace II Society, pretty much every main character, both sympathetic and not, dies by the end, except for the main hero's completely unsympathetic, psychotic, trigger-happy partner.
In Braveheart, before the Battle of Stirling Bridge, crazy Irish guy declares that God told him he would survive the battle, but he wasn't so sure about the main character. Turns out both of them survive. This turns out to be foreshadowing, since at the end of Wallace's revolt he's brutally killed while the Irish guy looks on helplessly (while not dying).
In Armageddon, crazy Russian guy is one of the few guys that survives.
- Also Steve Buscemi's character, who gets "space dementia" (of course, it helps that the rest of the crew duck-taped him to a chair because of said dementia).
Captain Jack Sparrow rides on a wave of such loopholes through the three Pirates of the Caribbean movies.
Averted in Reservoir Dogs, where Mr. Blonde is definitely the lunatic of the bunch, but the very rational Mr. Pink is the only one to make it out alive.
- Which is ironic as he is played by Steve Buscemi who is listed two times on this page as surviving because of the Lunatic Loophole.]

Live Action TV

Murdock of The A-Team occasionally escaped arrest when the rest of the team was arrested.
He's not completely crazy (probably) but it has been proposed that one of the reasons that the Big Bads generally spare the Doctor's life is that they're genuinely curious about the way his mind works. (Of course, narrative causality probably carries a bit of weight too...)

Western Animation

Cyclonus/Snow Cat was one of the few named Decepticons to survive both Transformers Armada and Transformers Energon.

Literature

David Gemmell's Echoes of the Great Song has an Elric style Failing ex Master Race. They are attacked by invaders from another world and the book ends with a suicide mission to blow up the enemy ammunition dump. The only survivor is the one who disabled the Stun Setting on his Laser Bow because he can't think of any time he would point it at anything without wanting to kill it.

Real Life

Joan of Arc. One of the reasons she was so successful in warfare was because her strategies were so crazy, her enemies were caught completely off guard.