I actually have one loose right now. I'm not certain exactly where it is, but usually they will stay in the rodent room. I put down a bowl of water and some food, so they have zero reason to leave the room. That keeps them contained. A tall "5 gallon" bucket and something for them to crawl up to the lip sometimes can catch them. I caught the last loose rat because it jumped into the bag of bedding and couldn't jump back out and I heard the scrabbling noise.

I also usually kill any rat that stays loose. I have had a rat escape, then come right to me. Those go back after treats. But if it runs from me and I have to trap it, it's put down. No telling what it may have gnawed on, after all.