So you don't want fly to Missouri to meet the guy you've been IM'ing for the last few months (perhaps it will be hard to explain why you're not a 22 year old blonde physics major who loves to cook and wants a large family). Don't fly to meet him. Don't IM him anymore. Don't take his phone calls. All legal - if somewhat obnoxious - options.
However calling to tell him you have been "kidnapped, raped, stabbed and left in a ditch along Interstate 29 near Kansas City International Airport" is not a good plan. It's especially not a good plan when he calls the Missouri police and they call the Kentucky police who find you sitting in your home safe and sound.