Official methods of travelling from Mystara to other D&D settings
by Håvard- Alternate World Gates (AC4 Book of Marvellous Magic): These items allow characters to be summoned from the Top Secret(TM), GAMMA WORLD® the ADVANCED DUNGEONS & DRAGONS® (presumably Greyhawk) , DAWN PATROL®, STAR FRONTIERS®, BOOT HILL® and GANGBUSTERS™ games/settings. More details here.
- Journeys across the Elemental Plane of Earth employed by Dwarves (Gaz6 The Dwarves of Rockhome) can allow dwarves to travel to Forgotten Realms Campaign Set, or the World of Greyhawk Fantasy Game Settings. (Details here).
- Halflings using the Blackflame Cruicble (Gaz8 The Five Shires) can find ways to the halfling lands of Luiren in the Forgotten Realms or The Green Fields in Greyhawk (details here).
- Ethengar Shamans (Gaz12 The Golden Khan of Ethengar) using the Ethereal Plane to visit other worlds such as the Plain of Horses in the Forgotten Realms region of Kara-Tur, or the Tiger Nomads in Greyhawk. (details here).
- People of the Northern Reaches (Gaz7 The Northern Reaches) can use the World Ash to travel to other worlds visiting the Moonshae Northmen (both of the FORGOTTEN REALMS boxed set) or to the Snow Barbarians (Kingdom of Schnai) of the World of Greyhawk boxed set, or any Norse cultures (details here).
- Captain Blotomous' Spelljamming Ship (First Quest Boxed Set). This Giff Ship captain was able to travel to Karameikos from the Spelljammer Setting and bring characters with him back. (more details here).
Thanks to Big Mac, Travis and Ripvanwormer for providing many of these details.