Runaway slaves, if caught, were typically branded on the forehead with the letters 'FUG' (fugitivus) and then subject to whatever other punishment their masters wanted to inflict on them, which usually involved scourging and some bone-breaking. Slaves had no rights whatsoever and were frequently mutilated and killed by their owners - and it was completely legal.

However, I don't think you'd have a very easy time trying to lie about your citizenship - you'd probably have no family ties or other connections to prove yourself!