Scientists have not yet been able to find dark matter. This suggests there ARE other things in the universe beyond what we know. I still get the shivers from the movie Event Horizon.

Also advanced physics speculations include that our 3D universe is a downward projection of a higher dimensional universe. That suggests there can be other, parallel worlds next to us we cannot see but which have real existence. In this context, teleportation is simply a lifting from one 3D location to another 3D location through transfer in the 4th dimension. The old novel 'Flatland' provides analogies that make this concept clear and there is no reason it could not work if we are indeed under a 4D space.