Sheppard’s crimes ramped up, but he was an amateur compared to some of his contemporaries, and eventually wound up in the clutches of law enforcement (via Historic UK). His first arrest landed him in prison on a pick-pocketing charge. According to Britannica, he put together a successful escape attempt in April 1724 by breaking a chair and using it to create a hole in the ceiling of his jail cell. Then he climbed onto the roof and escaped by blending in with a crowd of people, per the BBC.
However, Sheppard had a habit of returning to one of his favorite watering holes, the Black Lion, after his escapes, which made him pretty easy to track down, and was usually pretty drunk by the time anyone came looking for him.
His second and third escapes were both accomplished the same way: by having visitors bring him tools which he used to free himself from his cell. The second time he was imprisoned, he was allowed to share a cell with Edgewater Bess, and he used her clothes and his to make a rope that he used to complete his escape. On the third escape, once out of his cell, he left the prison disguised as a woman. Sheppard’s fourth escape was done by climbing out onto the roof of the prison, much like he did in his first escape, only this time he accessed it by climbing up a chimney.
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