Well, the Anti-Hero needs punishment. The new order that rises up in the wake of all this destruction could hold trial against him and imprison him for what 'sins' he did commit. I'm not sure if this is futuristic or mid-evil or whatnot so, he could either be frozen in a carbonite like substance Han Solo style, or shackled and put in the deepest darkest dungeon depending on your settings. Then you could just leave him there and end it so that if you need him again you could bring him back Rambo style "John we need you" and do a whole new adventure.
Otherwise he could just disappear into the night like Batman and the reader is left to churn about where he'll go next.
Also, a big thing, that holds much importance is whether he won the hearts of the people. Robin Hood killed and was a highway robber, but he won the hearts of the people, so even when the Sheriff caught him, he couldn't really catch him, because he'd just escape somehow.
You could even leave it at the second before death. A true cliff hanger for sure, It'd be like Butch and Sundance, they are surrounded, sure to die, and they just jump out guns a blazing, but because it never actually shows them die, they become a legend. Maybe your Anti-hero could become such a legend?