Attempted escape from the Penitentiary. During the heavy rain which fell yesterday morning about 7 o'clock, some of the convicts attempted to escape from the Penitentiary. They planted a ladder (which was being used by the bricklayers now engaged in the erection of new workshops, and who had retired under cover during the rain,) against the East wall, between the sentry boxes. Three of them succeeded in escaping over the wall; a fourth was shot by Mr. Baker, one of the wall guards, while mounting the ladder, which arrested further attempts. Pursuit was immediately instituted for the fugitives. Mr. James Lerew, living in the neighborhood, overtook one of them just North of the prison, in an open field. The prisoner, whose name is Rumly, drew a knife, and threatened Mr. Lerew's life. The latter, unarmed, knocked him down with his fist, and wresting the knife from him, held him down until assistance arrived. He was returned to the prison. A second was discovered by a boy about 14 years old, in a neighboring privy. Without creating alarm, the boy informed Mr. Lerew, who, getting a gun, went and secured him likewise. His name is German. The third (whose name is Boyd) was found lodged in the chimney of a house occupied by one of the Deputy Keepers of the prison. The keeper's name is John Brown, who, after searching for the prisoner in the neighboring fields, until drenched with rain, went to his dwelling, about half a mile from the prison, to change his dress. While doing so, some soot was seen to fall by his daughter. Mr. Brown directed his daughter to watch the top of the chimney, from the yard—In a few moments the prisoner was seen to emerge from it, and escaping into the yard was instantly challenged by Mr. Brown, who presenting his musket ordered him to stand.—The prisoner surrendered himself and was re-conducted at the point of the bayonet to the prison. Much credit is due to those concerned in restoring the desperadoes, and also to the officers of the Institution generally for the judicious precautions previously taken to prevent an increase of our present calamities by the escape of prisoners, who are always instigated to attempt insurrection at such times.—Ib.