In The Adjustment Bureau, Harry helps Congressman Norris get to Elise's marriage ceremony before she can go through it with the use of the special doors. In order to use the doors, you have to have a special hat like the agents. Harry gives Norris his to enable him to use them; how does Harry get back to the bureau?
Multiple agents followed their every move and tried to stop them on their chase, including the higher powers. It's not unfeasible that the higher powers, upon realizing that the paths were going to merge and change, then allowed Harry to continue with his mission thinking that he was incognito, but actually just operating according to a larger destiny picture. They may also have sent out a rescue, or they had a fallback "emergency entrance" in case one of the agents lost their hat in daily operations.