Fly the Coop
To escape; to leave suddenly and secretly.

A coop is an enclosure or cage for poultry or small animals. If a chicken “flew the coop,” it escaped its pen. In the late 1800s and early 1900s “Coop” was also a slang word for jail, so this expression often referred to what an escaped prisoner did. Today it is used in conjunction with any person or animal that secretly escapes or runs away.

They were to wait in the living room for a lecture on cleaning their rooms, but when their dad got back,
they had flown the coop.
(From the “Dictionary of Idioms,” Marvin Terban, Scholastic Inc., publisher, 1996)