I really envy people who can free range their chickens without major problems!
My first problem was the goanna. His daily predations on the nestboxes meant that I could only open the pens after laying time (which tends to be morning). If I tried collecting eggs as soon as they were laid I invariably missed them; the goanna could hear the 'I've just laid an egg!' cries, hustle in and rob the nests before I got there. So this meant I could only free range after all eggs were collected. My dog is actually quite alert to the goanna, and has a special 'goanna alert' bark, but even she couldn't get between the culprit and those eggs...
My second problem was the goshawk. Actually, two goshawks. They killed two adult leghorns and frightened everything else within an inch of its life. Since we don't have small shrubs, but our block is studded with and surrounded by tall trees, the goshawks inevitably have the advantage, while chickens have nowhere to hide.
My third problem was the brush turkey. I'd never heard of them attacking chickens, but on my few recent free range attempts the brush turkey had the adult hens and rooster cowering in a corner while he rampaged around. Every time a hen tried to escape he jumped on her, raking and biting. Again I had to return my birds to their pens. I did catch the brush turkey in the pen (by accident) but couldn't bring myself to harm or relocate him, so now the brush turkey has the run of the yard.
All that, and I've never had a fox attack... You wouldn't read about it, would you? :-)
In lieu of free range, I often take chopped greens and found insects to the chicken coops. In fact yesterday was a very profitable day in insect terms, after I found hundreds of cicadas clinging to a tree at head-height. I made a long-reach fly-swatter out of a length of heavy duty fencing wire and a square of mouse mesh. At first I presumed every swat would make the other cicadas fly off, but I soon realised they were either deaf or very resistant to vibration. In the end I caught about 50.
Sometimes free range is impossible, but that doesn't mean your hens can't enjoy real food!