Jodon F. Romero, 33, was accused of stealing a red Dodge Caliber from Phoenix, Arizona, and leading police on a high-speed pursuit. At the end of an hour-long pursuit on an interstate west of Phoenix Friday, Romero pulled into the desert and an officer shot at him, although it appears he missed. Fox News was covering the chase that began about midday using a live helicopter shot from Phoenix affiliate KSAZ-TV. Romero then walked off the dirt road, put a gun to his head and shot himself in the head. On live TV.