At that point he will probably try to get to Europe. If he makes it, his appeal to those governments on humanitarian grounds may be weakened by the fact the first country he picked practices capital punishment far more than the US (more than every other country in the world combined):
http://www.amnesty.org/en/death-penalty/death-sentences-and-...
He could have fled to Europe in the first place just as easily. For example, US citizens are exempt from visa requirements for short stays (90 days) in France -- la Patrie des droits de l'homme -- from where he would have had direct access to the ECtHR...