When Earl and Val are leaving town and see the road full of rocks and the dead road workers, they say that there is no other way out of town. But a) they live in an open desert so they can drive through the desert, and b)later in the movie the wife of the guy who has all the guns (can't remember his name) says that there is another trail out of the town.
There are in a valley surrounded by mountains. That's why they can only use the CAT to get out. It's the only thing that'll make it through the mountains.
There are two roads out of town. The regular road that everyone uses that got blocked by rocks, and the "Jeep trail" that leads to the mountains. Earl says Rhonda's truck isn't enough to get up the trail because you need a major 4-wheel drive to get up it. Earl later says that Burt and Heather's truck is the only truck that can make it up the Jeep trail and once their truck gets messed up by the Graboids, the Jeep trail is no longer an option and they have to get the CAT to take them to the trail and the mountains.
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