It’s a common film plot. Baddies take people hostage, demand bus/plane for them and hostages to escape, but the goodies stop them before they can do so.
Has this kind of thing ever actually happened? (Not hostage-taking, but attempts to flee by provided transport).
Probably the most famous case is the Palestinian terrorists who murdered 11 Israeli athletes at the 1972 Olympics in Germany. The terrorists demanded to be taken to Cairo, and the German police provided a bus to take them to a nearby helicopter, at which point the Germans attempted an ambush. It was a pretty huge disaster all around, and several people on both sides ended up dead.
According to this Wikipedia article the plot of the movie Dog Day Afternoon sticks to the basic facts surrounding a bank robbery at the Chase Manhattan Bank, Brooklyn in 1972.