The first option you can try is explaining to them that chaotic doesnt mean stupid. A chaotic person isnt going to shoot himself in the face at random just because. What those players did was the campaign equivalent of shooting themselves in the face.

The other option is to get very good at ad libbing and play a heavy sandbox campaign that lets them wander around, doing whatever silly thing pops in their heads, then roll with it. If you think about it, that could actually be fun for you too. Dont concentrate too much on a storyline, concentrate on ways to make them continue going despite whatever moronic thing they do this time. For example, they wiped out the courthouse and everyone in it but themselves right? When a rescue party shows up, your players are the only ones there to say what happened. Let them sweet talk their way out of another fight and make their escape.