If at all possible, teach your pet its name and address. Well, this only works if your pet speaks your language. Like this parrot:
A parrot in Japan, Mr. Yosuke Nakamura, flew out of his cage and get lost. He spent some time at the police station but kept his personal details private. After he was moved to a vet, he must have decided he wanted to go home because he told them his name and address.