There is a part of the player unit circuit that triggers the BX relay on your last ball:
Bronco BX relay (resized).JPG
I'm assuming you're playing a single-player, 5-ball game. When you get to ball 5, the player unit double-headed arrow (on the schematic) has moved all the way to rivet 16, which is player 1, ball 5. At that point, the path in red exists to energize the BX (last ball) relay. The path isn't completed until the O relay fires and closes the n/o O switch in that path.
One of the things that happens first when a ball drains, is that the O relay is energized. So when the 5th ball drains, the O relay fires, the n/o O switch in the red path closes, and the BX relay then fires.
The BX relay firing opens the n/c BX switch above near the Motor 1A switch. Since the switch is now open, no more pulses can get through to the player unit, so it doesn't move - just stays where it is.
Elsewhere, now that the O and BX switches are closed in the snippet below, the Q (Game Over) relay should fire when the score motor rotates enough to close the Motor 4B switch. A connection through the coin unit is involved as well.
Bronco Q relay (resized).JPG
Over in the light section of the schematic, a m/b switch on the Q relay turns off the "Ball in Play" lights and turns on the "Game Over" light. Another n/c switch on Q (on the far right power rail of the schematic) provides power to most of the machine, so it opens and should shut down scoring, flippers, etc.
If you're not going to Game Over, check your BX relay. Does it fire when the 5th ball drains? If not, why not. If it is firing, check the switches on it.