Green’s Dictionary of Slang

(US Und.) to run off.

1842		J. Labern ‘Catalani Joe’ Comic Songs 26: My Masters Gun – I thought of thee – The day when I enlisted / Oh Lady fair – come pig with me – I’m not to be resisted.
1904		Number 1500 Life In Sing Sing 259: He pigged with the darb. He absconded with the money.