Oh man, I know the fear of that situation. Catherine loves to escape the yard, no matter what we do to fix the places where she gets out. Fortunately we live on a lot of acreage, so she can't run in to a road or something, but it still always shakes me up. Lately, what she likes to do it get out of the yard and run directly to the pond and chase the ducks. I am always SOOO afraid she is going to drown, and once I actually jumped in to the nasty water to get her... eewwww.... But, now if I just ignore her, she doesn't go chasing after the ducks, she just comes back to the porch.
This last week, I have been making her potty on a puppy pad instead of going outside AT ALL because the whole thing scares me so much. I can't for winter when she doesn't want to go outside, LOL.