It is narrated from Sayyiduna Abu Hurayrah (may Allah be pleased with him) that Ma'iz al-Aslami (may Allah be pleased with him) came and confessed to adultery before the Prophet (peace and blessings be upon him); then he narrated the full hadith. At the end of it is that when the stones struck him he ran, but he was caught at al-Harrah and struck with a camel's bone, and he died. When the Prophet (peace and blessings be upon him) was told about his running away, he (peace and blessings be upon him) said: "Why did you not leave him!"
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحدود / 17000
Sayyiduna Nu'aym bin Hazzal (may Allah be pleased with him) narrated from the Prophet (peace and blessings be upon him) that when Ma'iz (may Allah be pleased with him) had been caught after running away and was stoned, he (peace and blessings be upon him) said: "Why did you not leave him? Perhaps he would have repented, and Allah would have accepted his repentance. O Hazzal, had you covered him with your garment, it would have been better than what you did."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحدود / 17001