Quote:
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"He's been here before. Came out of Lugbúrz the first time, years ago, and we had word from High Up to let him pass."
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-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.