How do you get out of mystery zone?

In Pokemon the Mystery Zone is a location outside of the boundaries of the game world. This is normally inaccessible and can only be reach by cheating or exploiting a flaw in the game engine. Getting out of the Mystery Zone is harder than getting in as the menu is normally disabled here. The easiest way out of the Mystery Zone is turning off the game without saving and loading your save-file from when you were outside of the Mystery Zone.