I found this story in The Illustrated Police News from Saturday, September 29, 1900; Issue 1911.
Alexander Sutherland was a printer's reader from Edinburgh. He was arrested for obtaining £3-worth of books under false pretenses, which sounds like something I'd be arrested for.
The police put him on a train down to London to be tried. "Whilst going through Biggleswade at a rate of sixty miles an hour [the] prisoner asked to be allowed to go to the lavatory. He jumped up and went into the corridor, but instead of going to the lavatory he opened the carriage door and leaped from the train."
Witnesses and police on the train attempted to have the train stopped, but discovered that in their haste, they broke the communication cord and were forced to go all the way to Kings Cross station, almost 50 miles away. They got there, knowing full well that the prisoner must have had ample time to escape and hide, but a telegram was sent back to Biggleswade to search for him, anyway.
Luckily for the police, "the accused was found in an unconscious condition on the line".
"On the following day the officer went to Biggleswade and saw the accused in hospital. He said to him, 'I am surprised to see you alive, old fellow.'
'Yes,' replied the prisoner. 'I don't know what made me do it. A sudden fit of madness came over me. I am very sorry, and I hope I got no one in trouble over it.'"
He was remanded into custody and returned to his trial over the £3s of books. The outcome of this trial is unknown, but that's quite the daring escape for such a paltry sum. I'd only attempt a high-speed train escapes after I've killed several people, but maybe that's just me. And Charles Peace.