I lost one today becuase he ran into a mob and couldnt see what way he went....just to finally catch up to him as tele'd away mocking me with hes WEEEEE!
Treasure Goblins are certainly slippery little fellas, and their ability to quick-drawn portals is the stuff of legend. These days, depending on what MP I'm using, I think I only manage to catch around 50% of the ones I encounter, sometimes less. How about you?