Mustadrak al-Hakim — Hadith 8281

Yazid bin Nu'aym narrates from his father that Ma'iz bin Malik came to the Prophet (peace and blessings be upon him) and said: O Messenger of Allah, I have committed adultery, so establish upon me (the punishment of) the Book of Allah. He (peace and blessings be upon him) turned away from him, until he came four times. He (peace and blessings be upon him) said: "Take him away and stone him." When the stones struck him, he became distressed and ran off quickly. Abdullah bin Unays came out from his desert dwelling and struck him with the leg bone of a donkey, and he fell down. Then the people pelted him with stones until they killed him. When the Prophet (peace and blessings be upon him) was told of his running away, he (peace and blessings be upon him) said: "Why did you not let him go? Perhaps he would have repented, and Allah would have accepted his repentance."
This hadith has a sahih (authentic) chain of narration, but the two Shaykhs (Bukhari and Muslim) did not record it.