I added a subtype in my game called "non-solid". Non-solid creatures usually have gaseous or fluid forms. They automatically succeed at escape artist rolls to escape any form of grapple or physical containment unless the method of confinement is appropriately fluid-tight or air tight (in which case they only get a normal escape-artist roll like everyone else). Air, fire and water elementals are non-solid, earth elementals are a special case. They are effectively a spirit that animates stone to form its body. Since the animating spirit of an earth elemental can effectiely phase itself through stone I allow the spirit to "drop" its earth body (allow it to fall apart) to automatically break grapples and reform it again by expending an attack. Generally though my earth elementals want to be in a grapple (I refitted mine with imprved grapple and earth's embrace from Oriental Adventures) so my PCs have never seen one of them do this.
Tzarevitch