That happened to me a couple of times as a small child, and after a scare everybody was fine.
It can run into a problem though in the winter in cold climates. My cousin got on the wrong bus in kindergarten or first grade, realized his mistake and got off with the intention of walking home. Well, it was a couple of miles home, and it was -40 with the windchill. That could have ended badly, probably not death but terrible frostbite. Fortunately somebody recognized him walking down the street alone and picked him up. Yay for small towns!