If you read Queen of the Damned you will get to the part where Akasha takes Lestat to the castle where he lived during his mortal days. She teaches him to fly and control things with his mind. She also teaches him to teleport. He can be in one room of the castle, all he has to do is wish himself in another room and his body should teleport.

Later on in the book the other Vampires lock Lestat up in a cell, where he is miserable and really wants to get out and basically goes insane. What I'm wondering is how could he have forgotten about his power of teleporting? I guess its obvious that Anne Rice didn't want the character out of the cell so she avoided that power, so was it just an accident that she had Lestat learn it or did she forget about it by the end of the book? It was very frustrating while reading that scene and knowing that Lestat could have escaped.