Seems like you have enough inventory to work your way out of here. With the practical artifacts you preemptively assembled, you feel more than ready to handle any situations that may or may not get a little too hairy. Literally, metaphorically or otherwise.
Worst case scenario, you can always use your TRAIN WHISTLE and summon THOMAS to bail you out. But that's a last resort. He is your definite one way ticket to freedom.
You also have your NIGHT AT THE OPERA vinyl. That one's not an artifact. More like a good luck charm, really. You like to play it whenever you're close to pulling off a long con, and you plan to do it again once you bleed this cash-bloated funhouse dry and high-tail it out of shenanigans hellzone for good. Goddamn do you love Bohemian Rhapsody.