Swamp coolers do not work in high humidity. Running cool water from underground over oneself works, but is unsustainable and impractical. Going underground to someplace cool is also sometimes an option that does not require electricity, but is often impractical and highly situational.
Ultimately all that really works in our modern world at scale in such a heat wave is powered air conditioning, so ensuring that electrical power is not interrupted during such an event is of paramount importance if we are to avoid this new sort of natural disaster.