In Legends of Tomorrow Season 2 Episode 10 "The Legion of Doom", Eobard Thawne is trapped inside of the Swiss bank vault with Damien Dahrk and Malcom Merlyn, and pleads with them to open the door so that they won't be trapped by the thing that is hunting him.
Why didn't he simply phase through the walls? It doesn't seem like the bank vault is lined with the sort of force-field that has been used to trap speedsters.