I can't see that happening, because to run as an Independent, Romney will have to use a LOT of his own money. I don't think he's interested in throwing that much money away in such a losing proposition.
Do you believe that between Romney, the Mormon Church and it's members...much less it's business enterprises (Albertsons stores etc.) could not come up with the $700mil necessary to run for POTUS?
That doesn't even include the philosophical and secular business support he can muster...along with the GOP old guard.
Yes, I said it. If the GOP Establishment doesn't get Romney (or whomever their second choice candidate is - Thune?), they TOO will go independent.
I say good riddance to the lot of them.