When broken, Item Frames & Leads on Fences don't show particles.
If you have a Horse on a lead, and place the lead on a fence (with the horse still connected), then break it, no particles are shown unlike other blocks. Same with Item Frames with and Item in them.
Environment
Windows 7 - 32bit, Java Version 1.7.0_25
Both are enties, not blocks.
See http://www.minecraftwiki.net/wiki/Chunk_format and http://www.minecraftwiki.net/wiki/Entity