Without a doubt, the most notable event in part 3 of this great novel is Okonkwo's suicide. Culturally speaking, suicide was a shameful act among the Igbo people, and the fact that Okonkwo chose this way out speaks volumes about the depth of his horror and despair at his inability to stop the Christians from coming in and changing the traditions that he and the others of his village have held so dear.
Earlier in the third section, Okonkwo declares war against the colonists after certain tribesmen were attacked by the British messengers. Seeing red, Okonkwo murders one of the messengers—an action which others from his tribe do not support. I would argue that his decision to hang himself was an act of cowardice, because he knew that retribution—and probably execution—would be coming his way in the aftermath of the messenger's murder. By this stage, Okonkwo was on his own, without any support, and hanging himself was simply easier than waiting to see what would be done—both by his own people and by the British.
By defying the cultural traditions that he has fought so hard to protect, he ensures that he remains the master of his own destiny, even if his final act is a sacrilege to his village.