I'm the first to opine...
Well, to keep this in the realm of speculation rather than creating a whole fan-fic, I will keep this short'n'sweet, and with spoiler warnings, too.
[spoiler]I think Roxanne did get out. Not sure who helped her out, maybe Tim Stokes (hopefully, himself dying of smoke inhalation or getting arrested conveniently afterward), maybe Quentin, maybe a ghost, maybe a hitherto unseen maid. However it would have been an interesting plotline if Roxanne had been disfigured, and later Barnabas crossed PT again to find her, thus answering the question, just how deep was his so-called "love" for her? Skin-deep I suppose? (Not to mention ticking off Julia to no end. No doubt Barn would've asked her to fix Roxanne's face somehow.)[/spoiler]