In CoD, there's a secret passageway behing the throne room of the abandonned castle.
I would love to have a sort of extra escape level, where the castle crumbles and you have to escape.
Play Legacy of Darkness or Castlevania 64.
It seems that they warp out if there's a dimensional warp at the final battle (again, Castlevania 64 and LoD do this), where upon destroying Drac they're transported to the quintessential 'nearby cliff'.
However, in Rondo of Blood, in Maria's ending, the cutscenes show her running off in record time (not sure how the Turtle runs with her) but she and her animal buddies make it out in record time.
In Castlevania Chronicles, you see the castle slightly disintegrating/dematerializing when you land the final blow to Dracula's final form, implying that the castle will slowly crumble as his magic starts to fade.
In Harmony of Dissonance, there's staircase in the area after the Throne Room. Of course, in that game you don't fight Dracula there at all (in either Castle).