"Alright, we're just going to leave you here."
Variations: "We're leaving now." "We're heading to the car."
Why you think it will work: Given the choice between sticking with the nice, safe parent or being left alone on a mean, cruel playground (or similar), the child will choose sticking with the parent.
Why it doesn't work: The only reason you're using this line is because your kid is already intent upon staying. She/he doesn't see the playground as mean and cruel, but fun.
Better to just to grab his or her hand and go. There may be a fit the first few times if you haven't done it before, but you'll be better off in the long run.