Crawstep
The Nac Mac Feegle use the crawstep to magically travel between worlds of all kinds, such as the demesne of the Queen of the Elves, the Underworld, and even into bigjobs' dreams. However, they are not able to use it to travel within a world; for that purpose they assure us they have “feets.”
In Snuff, Wee Mad Arthur refers to the recently learned procedure as the "craw step" taught to him by the Nac mac Feegle(sic), and he performs it to travel quickly on the back of a surreptitious albatross from Ankh-Morpork to Howondaland in a single day. It isn't made clear how he circumvents the stricture that it can't be used to travel within a world. The only clue is that he and the bird vanished from the sky with a loud bang while the universe rushes past them making a noise like weeeeeeeeeeeeeeeee.
The mechanics of crawstepping are actually pretty straightforward. To accomplish this, the pictsie throws back his shoulders, with his arms bent at the elbows, stuck out behind him. He leans back, thrusting one leg out for balance, and then he wiggles his foot in the air a few times. Finally he leans forward, vanishing as soon as his foot touches the ground.
The exact physics of the crawstep are unknown, even apparently to the Nac Mac Feegle themselves, and when asked, the only comment was, “It’s all in the ankle movement, ye ken.” Even so, it appears that humans can also use the crawstep, but the circumstances that allow this are unclear. Roland, who at the time was the son of the baron on The Chalk, uses it in Wintersmith to help retrieve the Summer Lady from an underworld that used to be called Limbo.