I've had a rat, a gerbil and two hamsters escape on me.
The rat, Oreo, squeezed through the bars of a new cage I had bought for her and her sister. When she first was missing, I had purchased a live small animal trap to catch her. I was distraught for a couple of days because I could not find her and she did not use the trap. I ended up turning the place over and found her behind some books by the bookcase (she could have got out). I kept wondering if I hadn't found her, would she have died? She was only a few months old and might have been too scared to move (which was my impression).
I also lost a gerbil when I cleaned her cage. When I took her out, she landed on the floor and ran under some furniture. I again was pretty upset, but managed to go over to Wal-Mart and get a live mouse trap (plastic, with a hinged door). I put it out and spread peanut butter lightly on the door and heavily on the inside. It worked! I was ecstatic! I never thought that trap would work, but it did! If I could have, I would have written the manufacturers of that trap to tell them they saved my gerbil!
I also had two hamsters escape. Buttercup got out of his aquarium by climbing up his water bottle and popping the lid off, which was not weighed down. He came over to my bedroom while I was folding clothes to say, "Hi"! I immediately grabbed him and put him back in the cage, this time with a weighted down lid! Patchie escaped twice from his wire cage -- I don't know how he did either of them -- but both times I saw him walk by in front of me and was able to scoop him up both times. After that, he got an aquarium to reside in with a weighted down lid, too!!!!
Sorry if this is long...