There are three ways to escape the dungeon. The easiest and most obvious is simply to climb the staircase on level 1 without the Amulet. Alternatively, you can acquire levitation, such as with a ring of levitation (or acquire the flying intrinsic) and teleport to any level from -1 to -9. Finally, you can reach the Astral Plane and sacrifice the Amulet of Yendor to the wrong god, which results in "escaping the dungeon in celestial disgrace".