There used to be an occasional article in the local paper about pets disappearing, especially at night. In one case a woman actually caught a coyote running away with her small dog & chased him until he dropped the dog in order to escape. The dog survived.
Our dog goes into orbit when he sees wild animals in our yard. Of course he has no conception of the fact that almost any of them could tear him apart within minutes even though I'm sure he'd put up a good fight. I'm especially concerned about raccoons, for when I attempted to identify on the Internet some scat I found I learned it probably belonged to raccoons & that raccoon scat was highly toxic; that is, it harbors some dangerous worm disease that both humans & other animals can contract. So I have ceased to view them as benign visitors.