if a dangerous person or animal is on the loose, they have escaped from prison or a cage and are free.

A killer who preys on attractive women is feared to be on the loose in Moscow.

• the proof of the pudding .
• the proof of the pudding
• the proof of the pudding is in the eating
• the proof of the pudding is in the eating.
• the pros and cons
• the rank and file
• the real McCoy
• there and then
• There are no flies on .
• There are no flies on someone.
• There are plenty more where that came from.
• There are plenty more where they came from.
• There but for the grace of God .
• There but for the grace of God go I.
• Thereby hangs a tale.
• the received wisdom
• the red-carpet treatment
• the red-light district
• Therein hangs a tale.
• There is more to someone than meets the eye.
• There is more to something than meets the eye.
• there is never a dull moment
• there is no such thing
• there isn't a [mean, jealous, unkind etc.] bone in body
• there isn't a [mean, jealous, unkind etc.] bone in someone's body