You'd more likely say: "I never went into pubs." "In pubs" is also grammatical but difficult to pronounce (this would often come out in speech as "I never wennin pubs."); "into pubs" is easier to say. Also, "in pubs" sounds like the speaker is uneasy about pubs and doesn't want to talk about them.
"He almost drowned when he fell in the river." is correct. "Into the river" is grammat