Wild neutral wolves cannot be put on leashes. I do not normally keep dogs but some spawned near my house. I didn't have any bones yet and wanted to prevent them from wandering and killing sheep.
Following MC-15707 this is unexpected.

Jeb added a comment - 30/Jul/14 11:24 AM
Wild wolves should be able to be leashed, but not angry ones. Fixed in future updates

Not especially inconvenient for me but please check more common environments.