Tailkinker

Corrected entry: It is never revealed how Jack and the trick-or-treaters are able to come back through the doors of the holiday towns they visit. It may be that there are other doorways in these worlds, but they are never shown and even if there were, how would they know where to find them in a strange place?

Correction: Well, they made it back, so presumably it wasn't as difficult as you suggest - possibly individuals who are out of their particular world have some sort of homing instinct to allow them to return home. They could have wasted time showing the return trip, but what's the point?

Tailkinker