Richard Connell's "The Most Dangerous Game" is a tale of the stereotypical cat-and-mouse game. Pitting two very proficient hunters, Zaroff and Rainsford, against each other, Connell's story illustrates the ends one will go to in order to insure he or she feels challenged.
In the final few lines of the text, Rainsford tells Zaroff that he is "a beast at bay." In order to understand what Rainsford means, one can break down the phrase.
Rainsford calls himself a beast. A beast, technically, is nonhuman, lower than animals, and cruel. Given that he is getting ready to murder Zaroff, Rainsford believes he has lost any and all characteristics of being a human. "At bay" refers to being in a position where one is corned and must fight. Put together, Rainsford is no longer a man who is fighting a forced fight.