In survival I took a Mob through a Nether portal on a lead.
The mob went through first and I followed.
Upon entering the Nether the lead came off the mob and went back through the portal.
I went back to the overworld to retrieve the lead and found two leads instead of one.
After further testing I concluded that this glitch works nearly every time with all mobs (that leads work on).
This glitch works in both single player and multiplayer modes.