If the mystery/adventure genre taught me anything, the answer is the ventilation shafts.
Seriously though, it would explain why the small and lithe Gollum could pass through while the Orcs wouldn't even consider the possibility of an exit there.
Quote:
Originally Posted by Morsul the Dark
Anywho, I’ve been thinking about Gollum in Moria. The generally accepted version is he went there in an attempt to cut straight across. But looking at the map he was a prisoner in Mirkwood then escaped and headed towards the Shire. Moria is a far way south why wouldn’t he have gone due west and found his old hunting grounds? Granted the orca used their “front porch” to capture the dwarves but I have to believe those tunnels also held an exit to the west.
Gollum being in Moria is so strange to me.
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It's not that strange if you look at the map. We know that after escaping the Elves he went south in the direction of Dol Guldur, and Dol Guldur is level with Lorien on the map. I often forget that Mirkwood reaches pretty far south, it just is not inhabited by Elves in those regions.