Meh. In this situation, I think I believe inter arma enim silent leges - "In times of war, the law falls silent." Anwar Awlaki might be an American citizen, but he is self-exiled, in rebellion against constituted authority, and actively plotting to murder his fellow citizens. He can either surrender himself to said duly constituted authority, or die screaming in some Yemeni shithole.

Really, it's his choice.