An anecdote from a Radiolab short:
When Lulu Miller first heard the call of coyotes as a teenager at her family’s cabin in Cape Cod, she loved the sound—it was a thrilling taste of a world that hadn’t been tamed. But one night, she and her family came back to the cabin to find that their much loved, and very domesticated, terrier Charlie was missing. When they called him, they heard a loud yelp from the forest, followed by a chorus of howls … and never saw Charlie again.
A commenter reiterates the point:
I have lived in the wilderness of the ozarks for a long time… I had a Border Collie named Nicki. She was a sweet dog. She watched over our cattle, and was great company when I would be out mending fence. At night we would sit on the front porch and watch the sun set in silence. So silent that nature would begin to emerge from the woods, and begin its nightly rituals completely ignoring our presence. As we sat there we began to see a coyote jumping around in our field. It was like a playful dance. A dance that had been passed down from mother to cub. Nicki (Our Border Collie) began to whimper, and the urge to run was beginning to take effect in her legs. She started to shake with anticipation of play. Normally, when we gave her a command she obeyed instantly, but this was something deeper calling to her.
I quietly whispered, so not to be heard by the coyote, stay Nicki. She listened for a bit. … Then out of nowhere, I lost my control of Nicki. She bolted off of the front porch as only an extremely fast Border Collie could. So fast, that I didn't have time to reach her. At break neck speed she ran to join the frolicking coyote. They played for only a few seconds. But then the two other coyotes which I had been watching dove after her. She fought for a second or two, but it seemed to me like it was for a long period of time. When she realized that she was out matched she ran back in horror. I could actually see the look of fear in her eyes.
The Dish 