I think the only people who can leave SB are those who are not cursed. That is why Emma, Henry, and August have all been able to leave SB, as again demonstrated in episode 20. However, if anyone else from SB who is cursed were to leave, bad things would happen (e.g. Ashley, Kathryn, Snow White, etc…). We still don’t know if Rumpel is able to leave SB, but I think he can. If he can remember his life in FTL still, then he is not under the power of the curse. If he is not cursed, he can leave SB. That may be how he procured baby Henry from Phoenix, AZ for Regina in the first place.
I think the way that Rumpel escaped the harmful effects of the curse was that he was protected by being imprisoned in the magical mines right as the curse was enacted. That could be how he escaped having his memories stolen from him.
"That’s how you know you’ve really got a home. When you leave it, there’s this feeling that you can’t shake. You just miss it." Neal Cassidy