Animals with warning coloration usually have some feature to warn about. For instance, one animal with this kind of coloration is the skunk. Now, the skunk has pretty significant claws and sharp teeth, but it's hardly going to be able to fight off a fox or a wolf. And running away is simply not an option they waddle. The skunk's defense is its unpleasant odor which the wolves find just as nasty as we do.
Some skunks die in the learning process, but it is overall a very successful strategy.
Finally, some animals sneak by on the coat tails of others. Mimicry is the phenomenon in which one animal looks a lot like a different animal. For instance, there is a poisonous snake called the Coral snake which has brilliant warning coloration. Its body is broadly striped in red, yellow and black. A second snake, the King snake, has a very similar coloration pattern but it isn't poisonous.