In 1979, Bailey was assigned to the Plummer House, a work release facility in Wilmington, Delaware, but soon escaped. He later appeared at the home of his foster sister, Sue Ann Coker, in Cheswold, Delaware, saying he was upset and was not going back to the Plummer House. He and Charles Coker, his foster sister's husband, went on an errand in Coker's truck. Bailey asked Coker to stop at a liquor store. Bailey entered the store and robbed the clerk at gunpoint. Emerging from the store with a pistol in one hand and a bottle in the other, Bailey told Coker that the police would be arriving and asked to be dropped at Lambertson's Corner, about away. At Lambertson's Corner, Bailey entered the farmhouse of Gilbert Lambertson, aged 80, and his wife, Clara Lambertson, aged 73. Bailey shot Gilbert Lambertson twice in the chest with a pistol and once in the head with the Lambertsons' shotgun. He also shot Clara Lambertson once in the shoulder with the pistol and once each in the abdomen and neck with the shotgun. Both Lambertsons died. Bailey arranged their bodies in chairs and then fled from the scene. He was spotted by a Delaware State Police helicopter as he ran across the Lambertsons' field. He attempted to shoot the helicopter co-pilot with the pistol and was later arrested.
Conviction
Bailey was found guilty of the murders in 1980. After his conviction, the jury found that his crimes "were outrageously or wantonly vile, horrible, or inhuman" and recommended the death penalty. Bailey chose hanging over lethal injection. Therefore, he was sentenced to be hanged by his neck until dead.
Preparations
Although the method of execution in Delaware had been changed to lethal injection, he had the legal option of choosing to be hanged instead. Bailey refused to accept lethal injection, telling a visitor "I'm not going to let them put me to sleep." As Delaware had not carried out a hanging in 50 years, it sought advice from corrections officials at Washington State Penitentiary in Walla Walla, Washington, where hangings had recently been performed. The wooden gallows were built on the grounds of the Delaware Correctional Center at Smyrna in 1986, prior to a January 9, 1987 execution date for Bailey which was stayed. The structure required renovation and strengthening before Bailey could be executed on it. The platform housing the trap door was from the ground and accessed by 23 steps. Delaware used an execution protocol written by Fred Leuchter. This specifies the use of of diameter Manila hemp rope, boiled to take out stretch and any tendency to coil. The area of the rope sliding inside the knot was lubricated with melted paraffin wax to allow it to slide freely. A black hood is specified by the protocol, as is a sandbag to test the trap door and a "collapse board" to which a prisoner can be strapped if necessary. The day before, Bailey was weighed as, and the drop was determined to be at around. Bailey was moved from his prison cell to the execution trailer used for lethal injection prior to the execution. There he spent his last 24 hours sleeping, eating, watching television, talking with staff, and meeting with his fifty-three-year-old sister, Betty Odom, the prison chaplain, and his attorney. For his last meal, he requested a well-done steak, a baked potato with sour cream and butter, buttered rolls, peas, and vanilla ice cream. His final appeals having failed, Bailey was executed by hanging at his request by the state of Delaware on January 25, 1996. The gallows in Delaware was later dismantled in 2003, because in that year none of its death row inmates remained eligible to choose hanging over lethal injection.