I had this happen to Couver.
We went over to my parent's house, and they have a 8 foot tall fence, so I let him outside to play freely. I watched him for a bit, but then decided he was ok... and next thing I knew he was not in the backyard anymore!
I went outside to look, and he was inside the garage. He had escaped through a small hole, and walked around searching for us! I'm glad he knew to come around rather than run down the road or something!!
I know now not to leave him alone, even when I think he's safe.