baby ran away

I don't want to brag, but my daughter is fantastic.  She is polite, cute, funny, and very caring.  However, she is 2.5 years old.  This comes with some definite trials.  Her newest and scariest thing is running away.  We will be having a fantastic time at the library, store, playground, church, wherever and all of a sudden a little switch turns off in her head and she takes off.  She gets about 50 feet and then turns around to look.  I know she hears my blood curdling yells but they seem to have no effect on her.  I have tried everything short of a leash, because of my serious moral objections.  I have told how I feel scared, mad, etc., I have yelled, I have taken her home immediately, I have turned around and ignored.  NOTHING WORKED.  Last night, after a particular rousing time at choir, she ran away from me down the hall.  When I got her, I told her that since she ran away, her baby ran away too.  She looked at me skeptically and then began to whimper a little.  She walked with me to the car and when we got in, Daddy had already removed baby.  The sound of her scream literally made people turn in the parking lot.  She was TERRIFIED.  She kept asking where she went including a confusing, "is she in the closet?"  What?  Anyway, we talked about how scared she was and with tears rolling down her cheeks she said, "I'm sorry Mommy, I love you."  Baby magically appeared and A. uttered an audible sigh of relief.  Maybe, just maybe, it will curb the running or maybe, my child will just keep baby even closer and run away with her.  We'll see.