Just how did Gollum escape Mordor?
 

This is one thing I've never fully grasped but never cared enough to find out. Just how did Gollum escape Mordor and find his way in tracking The Fellowship?

Did he even escape? Was he set loose? I remember Gandalf ponders on the issue with Frodo in Moria but I do not think he gave him a straight answer, for he did not know.

Any answers?

-Shagrat to Gorbag in the Choices of Master Samwise

I've always taken it that he was set loose. Besides, it just couldn't be that easy to escape from Mordor.

I think I've read something about how he got on the Fellowship's tracks but don't remember now. He was first taken to Mirkwood and then to Dol Guldur, right? I have no idea how he ended up in Moria then.

It's all in Unfinished Tales, I think anyway cause I can't remember a word of it.

Gollum was set free on Sauron's orders, he had no need of him after he questioned him, and Gandalf says letting him go was one of the worst mistakes of Sauron. Concerning how he got to Moria, Sauron was searching for him back then (again, when he realised his enemies could make use of Gollum) and so Gollum was so afraid of Sauron's servants that he dared to enter Moria and hide in there.

I guess that Sauron released Gollum in the hope that Gollum woukd track down the ring and that the Nazgul would be right behind him. However Gollum was too tricksy for that to work out.