I need help

So we have a problem with Isaiah that needs to be addressed. He runs away. In the stores, at home, as soon as the door to outside opens, in parking lots, you get the idea. If you have experience in this or an idea to help correct this behavior I'd love to hear it. So far I haven't been able to reign him in. He's taken off in the grocery store three times on me, when I haven't been able to get a double cart and only comes when we call him at home about half the time. We've put him in time out, taken away toys, made him walk back with us and try again. So what works for you?