Lock them in at night. There are numerous raccoons, possums and even coyotes in the city, even though you think there aren't. I'm betting you don't sit out in your backyard at 3 a.m. to see, but they're there. And if you haven't used hardware cloth and completely covered the pen with it, a raccoon will reach through, grab a chicken by its feathers, pull a piece through and eat it alive one bite at a time through the small openings in the fence. It's not pretty.