We've had several escapees, my horse is quite proficient at gate opening, so if someone forgets to chain the gate shut, she opens them the minute no-one is watching.
We keep a bucket of treats handy, if anyone gets out just grab the bucket and calmly approach. As long as you stay calm, no yelling or running and have yummy treats or grain, they are easy to re-catch usually.
Now when all the chickens at the barn got out.... UGH. Trying to catch chickens while my horse chased after them trying to make "friends" was not fun.