In the game there are many ways to teleport: Skills, Scrolls, NPC, Commands.
Skills: There are some skills that can teleport a players to another or return him back to the nearest town.
Scrolls: There are some scrolls that will teleport the player to the nearest town, a certain town(its written in the scroll), to his clan's Clan Hall or Castle.
NPC: the well known Gatekeepers can teleport players to any location they have, with a low cost, even in PvP mode, gatekeepers can be used.
Commands: players can use the command /return to teleport them back the nearest town, of course with a small delay.