I just had to deal with this this week, Shana!
The Widget is so small that she managed to dig a hole and get out of the dog's yard! She wasn't trying to run away or anything, she just wanted to smell where the squirrels play. As soon as I called her, she came running and came back through her hole, so at least I knew how she got out!!
I've been in this house almost five years, and she's the first one to even try to escape!!