Melinoe's Cave

"Nico: Normally, no one would even think about trespassing in her cave. But if this demigod thief is brave enough to make a deal with her ... Thalia: He could get back to the world and bring the sword to Kronos."

- Nico di Angelo and Thalia Grace

Melinoe's Cave is a location in the Underworld that serves as an escape route to the upper world, regardless if the realm itself has been sealed.

Percy Jackson and the Sword of Hades
On their Quest for the Sword of Hades, Percy Jackson, Thalia Grace, and Nico di Angelo learn from Sisyphus that the sword's thief has gone to seek out Melinoe, the goddess of ghosts. After making their way across the River Lethe, the demigods confront Melinoe in her cave, who appears in the guise of Thalia and Nico's mothers. Though Percy manages to break his friends out of the illusion, Melinoe reveals that the thief has already made a deal with her. Thalia fires an arrow at the goddess, who simply dissolves into fog.

At the mouth of the cave, the demigods find the thief - Ethan Nakamura - and Iapetus. As they battle the Titan, Percy manages to fling him in the River Lethe and erase his memories. Defeated, Ethan tries making a grab for the sword of Hades, but Thalia intercepts him with an arrow. He proceeds to escape the Underworld through Melinoe's cave.

Trivia

 * Melinoe's Cave and the Doors of Death are among the few known gateways out of the Underworld.