I think there's been at least one story where a bunch of cops try exactly that -- namely they try to make it look like the Joker was killed while escaping custody -- only to have the plan go horribly wrong and he kills them all.
I remember being immensely pissed when Sarah was fridge in NML so Gordon could be all moral and "we're policemen, not murderers!" while Batman watches on tacitly giving Jim permission to execute the Joker. One of the other cops there should have pulled their piece and killed the Joker when Jim didn't and told both of them off for their hypocrissy and stupidity.