The neutral oxygen vacancy (OV) energy formation for bulk, subsurface sites at different depths from the surface and various surface sites has been estimated for single crystals, unsupported ultrathin films of MgO, CaO, and BaO, and MgO ultrathin films supported on Ag(001). From the calculated energy barriers for diffusion through the surface and from the surface to the bulk it is found that diffusion is a hindered event, especially for MgO. Nevertheless, diffusion from the terrace to step edges is largely favored while diffusion through terrace sites is less likely and surface to bulk has a very low probability. It is argued that this explains recent scanning tunneling microscopy images for MgO thin films supported on Ag(001) showing OV populating preferentially the step edge sites.