My older two, when they were younger, were frighteningly good at sneaking off. There was one time DH and I went white water rafting with a friend and left the boys with my parents for the day (before the direct cut, obviously). Well we picked them up at night when the boys were fast asleep and just put them in their car seats without their shoes and in their pj's so they could be put in bed once we got them home. (we lived about a 5min drive from my parent's house)
The next morning I heard a knock at the door and found a police officer with my 6 and 4 year old boys. Turns out they'd snuck out of the house to go to my parent's house to get their shoes. Which we had, at home. Which they would have known had they just woken us up and asked where their shoes were!
Thankfully the boys didn't get too far or cross any major roads and they got quite a talking to about leaving the house without telling us. Their excuse? "We didn't want to wake you up!"
But they didn't learn from it apparently because 3 years ago we went to Ocean City, the five of us (Dh, myself, 2 boys and best friend). We had mentioned, bff and I, that we'd be going to the beach first thing in the morning to watch the sunrise, which we did, walking and talking, taking pictures. Then we hear familiar voices, turn around and here comes oldest son (

running down towards us grinning, and his brother (6) looking very tired. Turns out they'd snuck out of the hotel room while DH was sleeping, crossed the street and came to find us. I called dh who was still fast asleep and feeling a mix of embarrassment that he hadn't heard them talking or sneaking about and anger that they had done that.
Younger son told friend and I "Well brother wanted to come down and I didn't, I wanted to keep sleeping but he wanted to go and I decided I'd go with him to make sure he didn't get hurt!" (yeah, this was the younger brother talking.)
I asked him "If you didn't want him to go and worried he'd get hurt, why didn't you just wake up your dad? That would put a stop to it right there!"
"Um.......yeah that would make more sense."

These days we go to Assateague State Park when we go to the beach and it's no biggie when the boys join us on the beach cause they just have to run over the dune to find us.