well the only track i can breakout of is the motor sport(No. 13 in time trail), just turn around after any curve(going wrong way), take that curve while on the grass, if the 'wrong way' sign disapears go back on the road (still going wrong way), and see what happens.
i don't know about rome, but i almost did it in the rome endo. with the escudo and red hard tiers, but i did't get out.
there's some talk about exiting in laguna seca, but i can't seem to get it.