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I just re-watched the scene of Voldemort's death in the Deathly Hallows Part 2 movie. Voldemort and Harry's wands were locked with each other and then Neville killed Nagini. Suddenly, the green and red lights from Harry and Voldemort's spells disappeared. Both Voldemort and Harry noticed that the last Horcrux was no more.
Seeing that, why didn't Voldemort simply escape? He could have later returned with a new set of Horcruxes.
TL:DR: He was sure that he was 100% guaranteed to kill Harry. He therefore had no need to flee. He also didn't know that all the other Horcruxes were destroyed before Harry told him that.
This is elaborated on in the books (please note that in the books, Nagini was killed way before the last fight - outside the castle)
“Potter doesn’t mean that,” he said, his red eyes wide. “That isn’t how he works, is it? Who are you going to use as a shield today, Potter?”
"Nobody,” said Harry simply. “There are no more Horcruxes. It’s just you and me. Neither can live while the other survives, and one of us is about to leave for good. . . .”
“One of us?” jeered Voldemort, and his whole body was taunt and his red eyes stared, a snake that was about to strike. “You think it will be you, do you, the boy who has survived by accident, and because Dumbledore was pulling the strings?”
(DH, Ch. 36, "The Flaw in the Plan")
And further down:
“Is it love again?” said Voldemort, his snake’s face jeering. “Dumbledore’s favorite solution, love, which he claimed conquered death, though love did not stop him falling from the tower and breaking like an old waxwork? Love, which did not prevent me stamping out your Mudblood mother like a cockroach, Potter— and nobody seems to love you enough to run forward this time and take my curse. So what will stop you from dying now when I strike?”
“Just one thing,” said Harry, and still they circled each other, wrapped in each other, held apart by nothing but the last secret.
“If it is not love that will save you this time,” said Voldemort, “you must believe that you have magic that I do not, or else a weapon more powerful than mine?”
“I believe both,” said Harry, and he saw shock flit across the snakelike face, though it was instantly dispelled; Voldemort began to laugh, and the sound was more frightening than his screams; humorless and insane, it echoed around the silent Hall.
“You think you know more magic than I do?” he said. “Than I, than Lord Voldemort, who has performed magic that Dumbledore himself never dreamed of?”
(DH, Ch 36.)
Voldemort was operating under the impression that he was the master of the Elder wand. The Elder wand is the most powerful wand of all so, quite simply, Voldemort thought he was guaranteed victory over Harry. That's probably why he didn't try to escape - once Harry Potter was killed, he could then make more horcruxes for himself later. He was faced with the chance to kill Harry though, an opportunity which may not present itself in the future. Given Voldemort's hatred for Harry, and believing he had master of the Elder Wand, he didn't see any need to escape.
