John Wesley on Numbers 25:4

Take all the heads - Take, that is, apprehend, all the heads, that is, the chief, of the people, such as were chief in this transgression, and in place and power, who are singled out to this exemplary punishment for their concurrence with others in this wickedness, which was more odious and mischievous in them. Hang them up before the Lord - To the vindication of God's honour and justice. Against the sun - Publickly, as their sin was publick and scandalous, and speedily, before the sun go down.