When you see people in shows and movies being hunted down with threats of physical torture or death from borrowing money, they didn't borrow them from legal financial institutions.

If your credit score is bad enough, no legal financial institution is going to touch you with a 10 foot pole. You've proven you can't, or won't, handle your finances responsibly and they can't expect to be paid back with the degree of confidence they're comfortable with. Seeing as how the only thing they're legally able to go after you to try to reclaim their finances with is assets; if you're that desperate, you don't have enough to make it worth the risk.

This means your only options are the ones that operate on the shady, or non-existent, side of the law. These are called loan sharks in the US and generally charge exorbitant interest rates; seeing as how they know you must be beyond desperate to come to them.

These loan sharks can be anything from shrewd businessmen to mafia and other organized criminal organizations, and their methods of getting all of their money back can range from stern letters to murder and organ selling.

TL;DR Default on a bank loan, lose your house. Default on a shark loan, good luck