My golden retriever used to run away during thunderstorms when she got older. The static bothered her (or something, she was nearly deaf), and since we live on a farm the outside door to the mud room is almost always open. She got lost for a few DAYS once, but was finally picked up by animal control and we got her back. That was terrifying. It was running away during a storm that got her hit and killed on the road, though.
I had another jack russell/hound/dalmation mix (we think!) who ran away ALL the time and wouldn't listen to a word you yelled at him. He was a hunter, and had to be tied to go out all the time. The moment you let him off leash or off the tie? GONE. For at least 24 hours. We tried obedience training, but in the presence of an interesting scent his obedience training was ALL gone. He also got hit and killed on the road.
Then, Pepper. She also got hit on the road because she'd run away to "play" and my sister didn't have any interest in obedience training with her. She was under a year old when she was killed.
My current dog, Dexter, is a Jack Assell Terror. This means he tries to kill everything he can get his jaws around. Luckily, he is afraid of the road (yay!) and respects fence boundaries. He used to get into the neighbors' yard to chase the geese on their pond, but once they got a Great Dane and she bit him (yay abcess), he stayed the hell away. He comes ZOOOOMING when I call him, although he'll often get distracted halfway to the house by a bird or a shiny object. Call him again and he'll remember where he was going. He's a pretty good dog.