U.S. naturalization records may identify children born in Canada and naturalized as U.S. citizens during the post- Civil War period when many runaways returned to the place of their birth. Land records often contain wills, and it was not uncommon for the will of a slave owner to contain instructions to free the slaves. On the other hand, slaves often ran away when their master died, fearing that they would be sold to pay outstanding debts on the estate. Newspapers are an excellent source, carrying reward notices for fugitive slaves giving detailed descriptions of what they were wearing and where they may have been heading. Papers also have advertisements from those who bought and sold slaves.
Diaries are helpful.
Search historical society archives and university collections for diaries of abolitionists and slave owners to see what they have to say. Slaves often told their own stories of escape after reaching freedom. Old maps will show you old highways and trails. Match these with modern roads, and then concentrate your research along the same paths that slaves might have used for escape. Finally, oral history can be most helpful.