Lots of years ago we had our first budgie, Norvegian Blue I. (After her, we had a Norwegian Blue II, who was a male.)
Norwegian Blue the 1st had a cage, but it was never locked (the room was bird-proofed for her). When we were home, she was free to roam the whole apartment, but she usually went wherever we were.
One day it was unusually quiet, and we realized that Norwegian Blue is nowhere in sight. We started to search the house, calling her name (to which she usually answered right away) to no avail. We started to panic, rounded up the dog and the cats for questioning. My siblings were little children then, all of them started to cry desperately and LOUDLY. It looked pretty tragic.
Then my mother went to the bathroom (where we searched previolusly BTW). For some reason there was an empty plastic bucket standing in the bathtub. And lo, inside bucket sat Norwegian Blue, as if nothing happened.
She must have been sitting there all the time, watching us search for her frantically.
This is how we learned that she really liked drama.