What methods have been defined to be workable and to be forbidden as far as travel to and from the Dark Sun campaign world goes? Any edition's info will work; I'm running 2e but I can always modify what's out there.
It was noted that Athas isn't reachable from the other game worlds during the AD&D 2E run. I don't recall if it was in the Dark Sun boxed set or the Spelljammer materials, or in a late 2E FAQ.
It was implied that this is because it's the far future of the Forgotten Realms, but that particular assertion wasn't explicit.
I don't know if that's still held true with the 4E version.
You can (sometimes) get in and out from Sigil.
From The Planeswalker's Handbook, page 32
There's also a psionically-powered Planar Gate in the boxed set adventure City by the Silt Sea. This is an artifact.