If the graphics are to be believed, I just chased two or three foxes through a brick wall. However, the corpses are inside the wall. It seems I chase through the wall, then catch them inside and kill them. (No I don't seem to chase them back through the wall. We teleport when i catch them.)
[Edit - actually, the fox graphic doesn't cross the wall. it's just my player avatar who runs straight through the wall and keep going for a screen width or so.]