The Revenger's Tragedy ends with a lavish costume/dance/music party—oh, and pretty much everyone dies, thanks to not one, but two, groups of murderers who arrive disguised as entertainers for the party. This super dramatic ending—complete with a huge court party, lavish entertainment, and death—is perfect for this play. After all those references to the decadence of Court life, it's only appropriate that the wicked Court characters meet their deaths at an over-the-top Court party.
More interesting than the spectacle of death surrounding the established baddies from the play, though, are the deaths of the revenging characters—particularly Vindice—who are supposed to be the good guys. As we watch Vindice take part in the entertainment and also the killing, we realize just how much he's changed from his well-intentioned beginnings. He's surrounded by the lavishness he's purportedly repulsed by, enacting violence against someone who hasn't actually hurt him. When he meets the same fate as the bad guys, we can see that he's kind of bad, too.