From 'Imagine This':
"Osama's route back from Afghanistan, across 3,000 miles of mountain, desert and sea, has become legend. It is believed that he left his hideout in the Pakhtia district of southern Afghanistan some time in the first week of December 2001, passed out of the country by the lower Helmand river, and crossed the inhospitable Makran desert to the Arabian Sea coast.
"From there, a dhow took him across the Gulf to his ancestral home in Wadi Hadhramawt in Yemen. A witness in the mud town of Shibam told the London newspaper Asharq al-Awsat that he saw a group of women being handed down from four heavily-armed Toyota Land-Cruisers, and there is speculation that Osama left his wives and their children in safety before travelling by way of Marib and the Wadi Najran into Saudi Arabia. Once in Mecca, it may have been comparatively simple to hide out in the warren of caves and tunnels, some stretching back to the era before Islam, under the mosque courtyard until the the time was right...."
Eric The(ItCouldHappen)Hun[>]:)]