Hope the question is clear! Europe or any other place would interest me.
Jonathan Sumption, in his book "Hundred Years War Vol. 2: Trial By Fire" (p. 188 in the 2001 paperback edition) writes about how the Scots buried their money, stripped the furniture from their houses, drove their cattle north and hid in caves and woods.
Edit: I should mention that the Scots were fleeing from the English, who were led by Edward III, in 1356 as part of the Second War of Scottish Independence.
Archaeologist here; and yes that actually happened very often! Ofcourse, we only find the things people were not able to retrieve, but this was often the case in periods of war or other, more "civil" problems like bad harvests, diseases etc. which caused people to move away. During the so called Migration period (late 4th/5th/6th century AD), people that were driven from their homelands often buried their most prized possesions. In eastern Europe a lot of intentionally buried objects have been found, by people who were, for example, driven from their homelands by the "invading" (lack of a better term) Huns.