I actually went AWOL once from the hospital when I was in Indiana. I researched the laws and at that time, this is what I understood:

If you have voluntarily committed yourself and you leave, they cannot come get you UNLESS someone has the court sign commitment papers on you. Then the police can come and get you. If you are involuntarily committed then yes, they can call the police and try to get you back.

If you're voluntary, you just have to make it off the grounds and they can't grab you off the premises.