Baddies in car first to escape (5)
I believe the answer is:
heels
'baddies' is the definition.
(heels are the baddies in wrestling)
'car first to escape' is the wordplay.
'car' becomes 'wheels' (I've seen this before).
'first to escape' means to remove the first letter.
'wheels' with its initial letter taken off is 'HEELS'.
'in' is the link.
(Other definitions for heels that I've seen before include "Take to them and run away" , "Cobbler does this" , "Backs of the feet" , "leans to one side" , "Cads; lists" .)