In the main game there is a way to get a summoning doll through a wall and then enter and leave the BF to get your characters there (armory trick in act 1). In act 2 you will be able to acquire a set of teleporter pyramids, which (in acts 2 and 3) would let you get through walls directly, when combined with the summoning doll trick.

Other than that: Teleporting anywhere (via hex editor)

Depending on the area, your characters may or may not be able to move when outside of the normal game area. With the teleporter pyramids, it may be possible to throw one and repeatedly teleport to it to move around.