There is no animation when caught by the tall lady. Every character disappear from the screen and you only have the ghost fucking sound. Happened in the alley in 0.1.1 and in the asylum in 0.1.0.
I'll keep watch on this. For the alley, I think it happened by being caught while going in / returning from another zone. But I'm pretty sure that it was not the case in the asylum (v0.1.0)