I never did, but thought about it whenever I was mad at my mom. lol
My grandmother told me the story of when my uncle "ran away" once. It was shortly after they adopted him and my mom (they are twins) around the age of 8. My mom was playing with her friends and they didn't want to play with him, so he decided to run away. He grabbed a suitcase, didn't check what was in it or pack anything additional (it was full of my grandma's good linens) and off he went.
He didn't get very far though. It started raining pretty hard so he decided to stop and hide out under a bush.... IN THE FRONT YARD! lol He gave up and went inside when he got hungry for dinner later.