1 Monty: Let's face it, we're lost.
2 Prof. Jones: {walking decisively to the right} Wait... I smell something... This way!
3 Monty: Is it fresh air, blowing in the entrance?! The smell of the sea, from a second opening on the coast?!
4 Prof. Jones: {emerging in the chamber where Dr Smith and Erwin are sharing their picnic} Sandwiches!

Mmmm... sandwiches...

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2014-03-06 Rerun commentary: It's a standard trope that you can sense the way out of a cave system by detecting a faint whiff of fresh air, and following the scent of it to an entrance hole. Alternatively you could feel a faint movement of air on your skin, indicating a slight draft. You've got two whole senses working for you there, it should be trivial.

Maybe this is how dwarves do it.