Near the end of the last episode of Fargo, the car salesman pleads for his life, telling Malvo that he has a little girl at home.
Does he make it? The show doesn't explicitly show the outcome either way.
When Lester looked out the window for Malvo after the bathroom/bear trap incident, both cars were gone. I think this implies that Malvo did let the car salesman go.
Why did he do this? Hardly out of compassion. I just think it helped illustrate the way Malvo thought. He wasn't just a bomb, leaving death and sadness wherever it happened to land, but instead a sniper that picked and chose who he wanted to kill. It was always HIS choice who died because of him.