Interesting, there's semi-hidden events too. Like in stage 2, if you get caught by a goblin in the hallway with the barred locked door while cursed with the gag and armbinders, you get a special capture event where your girl gets put on a leash and led through the complex to a room that's normally inaccessible, delivering her to a Fat Goblin. You'll get the Fat Goblin Game Over animation but then you'll actually resume gameplay in the stage 2 holding cell. Of course, if you don't have a lockpick then that'll be game over instead.
I'm guessing the other stages have special events like this, too - where you can see a Game Over animation without it being Game Over.