Same day, I went to get something out of my magic chest - where I have pigs currently, and my wolf in the attached pen attacked me. Backed out to not fight it, cleared target and checked my fight mode. All okay, wolf is now half in the fence between both pens. I go back in pen with the pigs, wolf gets through the fence to attack me. Grabbed some meat and tamed it to put it back where it should be. Apparently on the first attack though we hit each other even though the fence was supposed to be in the way! Thankfully it was nothing.
Later on went with family to save a friend player from a hell hound on their deed, fam successful charm it and was leading it to one of my pens when noticed the stopped leading message, it was stuck inside my Marble Wall. Never went in the house with it, I managed to help it get unstuck once it was hostile again for it attacked me, left my house but didn't clear target right away. Hound got free into the house from that!
Other than this, we have had our horses and hell horses escaping secured pens too - of which for the latter the baby once spawned outside the secured pen!
These are all surface structures or pens - Marble, Stone, Shaft, Rope.