Had some zombies that chased dwarves up four or five levels of my above-ground fort and onto the roof, where they, once cornered, immediately climbed over the edges safely.. One even hung from the side for a month or three of dwarf-time :>
Had a lot of floors to channel out and got a couple dwarves stuck up a single z-level above safe ground, where they proceeded to absolutely refuse to climb down til stairs or ramps were made (I'm hoping the new stepladders will be a much faster solution for this..)
I've watched zombies climb fluidly, much more like cats than shambling half-rotted humanoids, to the point that I'm wondering if building regular tall walls is even worthwhile.. Seems like they really take off when they see a dwarf up on a wall (which is where they'd be shooting from, ideally)..
I've got a minotaur stuck in a pathing loop, climbing 2 levels up a tree to beat an emu with a leather shoe til it passes out and falls, rinse and repeat for 4 fort-years now.. Not sure why the emu never moves, either..
I've got a baby blind cave troll in a smoothed pit that, as far as I've seen, has never made a single attempt to climb to freedom (from some other posts I'd read about pitting being useless now I expected a struggle so went with a 7 z-level pit, totally smoothed with a lip over the edge just in case plus drawbridges to seal it up if things got really crazy)..
I can't recall ever seeing a dwarf climb except to flee from an enemy.. The minotaur is climbing to attack, the zombs are climbing to attack, the dwarves climb to avoid attack, while the emu refuses to climb to flee (except I'm pretty sure he's glitched at this point; he's got half a page of scars built up from the minotaur so far)..