Lol, you just have the shame of failing and they let you out so the next party can attempt the room.
It depends on which room you play-we're quite fond of bottomless pits opening up in the floor. In all seriousness though, if you don't make it out, all you lose is bragging rights! All of our rooms are family-friendly as well, DEFINITELY nothing close to Saw lol. Our room Dorm of the Dead IS a little creepy though :D
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