The majority of slaves attempting to escape from the South went to the North and many continued to Canada. Some runaways returned to their masters and others were caught by bloodhounds and slave patrols, accidents and informants.
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The Underground Railroad was the network used by enslaved black Americans to obtain their freedom in the 30 years before the Civil War (1860-1865). The “railroad” used many routes from states in the South, which supported slavery, to “free” states in the North and Canada.
From the 1830s up to emancipation, she estimates 3,000 to 5,000 enslaved people fled south and crossed over to free Mexican soil. That is far fewer than the estimated 30,000 to 100,000 enslaved people who crossed the Mason-Dixon line to reach free northern states and Canada.
First off, let's talk percentages - if the numbers in the question are correct, we're talking 1000004000000=2.5% of all slaves escaped - which is an incredible percentage. This wasn't just a few people - this is a significant percentage of people held as slaves that managed to escape.
Peterson of Brigham Young University, Korea has the longest unbroken chain of slavery of any society in history (spanning about 1,500 years), which he attributes to a long history of peaceful transitions and stable societies in Korea.