Can tamed pets accidentally teleport into lava?

Yes, they can. I've gone into dangerous mines many times, thinking my dogs were safe and sound in my home, when I see one of them randomly teleport into the lava pit in front of me. To remedy it, (here comes the solution part) I usually make the dogs sit down because after that they won't move. At all. It's absolutely perfect for going to my obsidian mine, situated ON AN ACTIVE LAVA LAKE, home to the graves of many dogs.

Yes, they can. Pets currently don't do a good job of picking landing spots when they teleport. I've recently seen a video of some of the Mindcrackers using that to kill cats that another player had placed by causing them to teleport to where he was, which was over a lava pit. When the cats teleported, they fell in the lava.

The video can be seen here if you're curious as to how it happened.