The Arrival of the Cavalry is a time-worn fictional trope. You all know it. The heroes are beleaguered and staring down the barrel Of Doom, and just in the nick of time the cavalry arrives over the nearby hill to charge into battle and turn the tide. All very dramatic stuff, and thus its repeated use in all forms of fiction.

The problem in a roleplaying game is that you need to have the cavalry justified in some way, preferably by the actions of the PCs. They need to have set something up so that they can reasonably expect to be rescued by the cavalry. If they have, all well and good - they probably deserve to be rescued dramatically at the last second.

If they haven't set it up ahead of time, having the cavalry arrive becomes a deus ex machina, and thus an unpalatable method of extricating characters who really deserve to die through lack of planning.

So if you're playing characters who might need rescuing at some point in the future, let someone know what you're doing. Before heading off into the lair of the Evil Despot who has been terrorising the kingdom, let the king and his guard know where you're going! Before launching a frontal assault on the volcanic island base of the League of Extraordinarily Evil Supervillains, send the police an e-mail!

And if you're running a game in which the PCs are likely to do something suicidal - and let's face it, that describes every game, ever - drop some large hints that it might be good to let their academic friends back at the gloomy New England university know that they're taking a field trip out to Innsmouth, and to expect them back by nightfall.

Transcript

Nute Gunray: Curious. Jango's crones are attacking my dloids. Where is Jango?
Count Dookû: Er... uh...
Nute Gunray: Oh. Never mind, I see him now.
Nute Gunray: Well, that is an annoyance. We shall have to call in the hailfire dloids.
{The clone troopers descend in ships and clear a zone for Yoda's ship to land near the Jedi}
[SFX]: Pow!
[SFX]: Pow!
[SFX]: Krtzzsh!
[SFX]: Pow!
[SFX]: Whooom!
Yoda: On board, climb!
{Padmé and Anakin climb on board, with Obi-Wan and Mace Windu behind them}
Padmé: Have we got everyone?
[SFX]: Whooom!
[SFX]: Whooom!
Anakin: Everyone important.
{They take off, with clone troopers firing at the combat droids}
[SFX]: Pow!
Obi-Wan: Well, it needed two lots of cavalry, but I can't believe your plan actually worked.
Padmé: No, it was a complete failure. We didn't get any loot!