It's actually something that worries me a lot. My last cocker, Jess, got caught by her collar in thick forest (we have lots round here) but luckily, she was near enough the path for me to see her and free her. If it had happened much further away I wouldn't have known what happened because she didn't bark or whine. I continued with the collar, although there was always that little 'what if' niggle, because It was before the days of microchipping. Penny loves to run through the forest and she's a chaser, so although her recall is very good, if she's in full chase mode I may as well whistle for my supper! I'm afraid I've taken the path of caution and only let her off in certain places where I can tell where she is, even if I can't see her.
By the way, it's not just in thick cover dogs can get caught be their collar. A friend's dog's collar became entangled with that of another dog while they were playing in the park in full view. By the time the owners realised what was happening and went to free them, my friend's dog was unconscious and had stopped breathing. By great good fortune, one of the dog-walkers was a veterinary nurse and revived her with massage.