In the beta we had NPCs "escaping" and wandering around the outside of the interiors. It looked pretty cool actually but obviously wasn't very desirable
Since the first 0.4 release the issue was practically fixed due to extra collision being added. Version 0.5 removed all "activatable" objects like furniture from the fake exteriors, which was basically just an added thing to be on the safe side.
The new 0.6 release has each interior mesh, i.e. the house your in, within a subspace, which, while I've not had any reports of any NPCs escaping since the 0.5 release, is just another measure to basically stop it from happening at all
EDIT: Ninja'd. Although like I said, I haven't actually seen it myself or had any reports since the public release. However subspaces have been added just to be on the safe side