What sort of crowd controlling effects (snares, stuns, confusion, etc) actually work on treasure demons? Does it vary by difficulty?
I actually find slowing/snaring them down more effective as it lasts and lets you run to position yourself to chase them into a corner.
I've tried this quite a few times, works really well because once they're in the corner you can start dealing constant dps towards the fiend itself because all they'll do is try to get into you (and they cant run further than that corner they've cornered themselves into).
For wide open areas, you could always try to nuke them (if your damage is high enough) and acquire a fast kill before they run into a mob of monsters or champions. Also, you could clear the entire area around the goblin out first before trying to take it (the goblin) out, also improves your chances of killing it that way. (I do this on inferno so that i don't actually have my butt kissed by mobs of monsters or champions while i'm trying to nuke that sneaky running bastard)
If you're talking about confusion/knockback/etc, i wouldnt recommend it as confusion (although it lasts only a while, only serves to make the goblin run away from you - which is what it exactly does even when not confused), while knockback pushes the goblin away, which isn't exactly what you want. You want to have a skill that allows you to catch up with the goblin and position yourself into a place where it will run into a corner or at least not into a fresh group of mobs (That's the basic idea, unless you're playing on a very easy mode).
Also, for the amount of reward that a goblin can give you, treading carefully and making a very precise action plan would actually be quite rewarding at times.
So yeah, its hard, sometimes confusing, but if you perfect a plan you'll be laughing all the way to your stash. :P
From hell and onwards, I have found no CC that worked on the treasure demons. In earlier difficulties I was able to stun them (stomp skill from a barbarian) and snare (leap). I recommend to clear around the treasure demon first before you start to attack it (if you are playing with a follower: he doesn't care and just attacks). If you don't you risk your treasure demon running off into nice tasty champions or rare packs which makes your job of killing him considerably more difficult.
As Philipp and others are pointing out, it is extremely difficult to CC treasure demons with skills as they seem to be treated as elites or champions and the effects greatly diminish.
It is, however, possible to use positioning on a treasure demon to accomplish everything you could hope for and more. While Treasure Goblin pathing has a large degree of randomness, the trick is that they primarily run away from you. And they respect corners. You see where I'm going with this? :)
Working together with either friends or your companion, you can usually find a sweet spot of distance that forces the goblin into a corner and then he gets confused and doesn't seem to find the way around. That's when it's time to lay down every ground effect and CC you have and hope he stays there. More often than not, it's time to start counting your epic loot. This is the only quasi-reliable method I've found of taking down goblins in Inferno.
Obvious Caveat: This doesn't apply to wide open areas. I haven't thought of anything clever and helpful hear yet.
It does vary by difficulty and those little buggers are difficult to CC to begin with due to being treated as elites/champs with regards to cc reduction and diminishing returns. Additionally, some monk primaries (and barbs to a lesser extent) have the hidden ability to interrupt enemies which is great vs. spellcasters in general but can be a loot-saver when the treasure-demon is about to portal out because the portal closes and it starts running again.
Most cc works, but goblins seem to shrug them off very quickly. The only type of cc they seem vulnerable to is slow.
However, I found 1 skill to be effective, there could be more.
Demon Hunters' caltrops with torturous ground. The initial activation of the skill does seem to immobilize him for a second.