That would have scared me to death! My DS who is almost 4 now takes off still on occasion, though much less often then at 2... it seems like he just has this extremely deep sense of trust that I will find him, and he's very curious (to see what's around the corner). Now that he's a little older, clear consequences work to prevent him from doing that (at least when I remember to warn him about it).
What worked best for us at 2 was to remind myself that those traits that are so impossible now are things that will work well for DS as a adult. That and regular babysitting hours, both for novelty for DS and time to regroup for me.
I have two brothers -- it was the impossible one, the couldn't stay-where-he-was-told one who wrecked the block towers and painted the dog, that turned out to be a CEO. The other one, who built the towers, is probably brighter on paper, but is satisfied to lead a less ambitious life.
Polly