There is an old Hotel/Pub in Marble Arch, London, which used to have a gallows adjacent to it. Prisoners  were taken to the gallows (after a fair trial of course) to be hanged. 

The horse-drawn dray, carting the prisoner, was accompanied by an armed guard. The guard would stop the dray outside the pub and ask the prisoner if he would like ''ONE LAST DRINK''. 

If the prisoner said YES, it was referred to as ONE FOR THE ROAD.

If the prisoner declined, he/she was ON THE WAGON.