I had this happen myself -- my Sim was following a deer to Watch it, when she just stopped. I paused the game and went looking for it (she had a want I had promised to her to "Watch a Deer", and was pretty short on Lifetime Reward Points, so I really wanted that 400 points!) but the deer was just gone. I think they spawn and despawn every so often, just like the wild horses do. The only difference is that the wild horses seem to be the exact same individuals every time (I've played a few different games in Appaloosa Plains, and every time the horses are different, but they stay consistently the same each time for each game). The wildlife doesn't matter, so it's a new raccoon or deer every time you see it. I only wish we could feed deer in our backyards, like people do in real life!
As for the teleporting thing, I saw the same thing happen with my horse. I had just adopted her, and she was about to have a birthday, only my Sim was rubbing her and there wasn't enough room between the Sim and the fence to do the twirling age-up thing, so she literally teleported to the other side of the fence. Sound effects and visual effects and all! It startled me, and made me a little mad (I keep my horses neatly inside their fence), but was interesting at the same time.
