Been there, done that! We had a patient that did exactly the same everrytime he came in for a transfusion (about every 3 weeks for >2 years). No matter what was said to him, he would go outside for a cigarette(s) as soon as 1 hour vitals were done. Usually, he would come back just in time for 2 hr vitals. Like you said, you can't tie them to the bed. On a more serious note--if you have this type patient, use a bed check to at least let you know he has left the bed.