When I lived in CA, all 10 of our horses managed to escape and were having a great time trotting up the highway (busy, with 55 mph speed limit). I ran to their turn out, grabbed a coffee can full on gravel, ran to the road and stopped at our drive, rattling that can. My big gelding, Secret (leader of the pack) immediately turned the entire herd around and headed toward me. I walked back up the drive shaking the can and let them all straight back into the barn. That was over 20 years ago. I never did figure out how they got out!
More recently, my gelding Tango started testing the electric fence. One day something caused a short and he discovered he could duck under the top of three wires and step over the bottom two. Luckily, my mare, Cally, is too respectful of the wire to test it so stayed inside. Tango wasn't willing to go too far without his buddy, so stayed on the property and was fairly easy to catch.
I've begun taking treats out with the halters and randomly halter them without doing anything more than that. They are learning that the halter always means a treat, even if sometimes it also means work.
Courage is taking just one more step...