I meant to write:

Worst case, we'll get arrested and put in jail.
What's the worst that can happen?
At worst, we'll have to find another job.
In the worst-case scenario, the company gets sold to its long-time competitor.
Think of the parallel construction: good, better, best, i.e., bad, worse, worst.
When you use worst-case scenario, maybe you only need worst case.

Worst case, we'll get arrested and put in jail.
What's the worst that can happen?
At worst, we'll have to find another job