No, and in fact for every time a unit tries to move off the map, it loses a block. Keep those light cavalry away from the enemy or far up with plenty of room for retreat!
Never mind, I see what you're asking now. No, you can't evade if you have nowhere to evade to, with leaders being the noted exception.
I need to check the rule book (it may be a scenario specific thing), but can't war machines evade and effectively take the unit out of play without giving up a banner?