In the 50's, I think, I read a story about a scientist, last name Jaunt, who caught himself on fire and found himself outside his lab in the hall next to a fire extinguisher.
Further experimentation, placing him in fatal situations, led to the existence on something in the brain whereby anyone could teleport anywhere they have been before.
This is almost definitely Bester's The Stars My Destination, serialized in Galaxy in 1956.
Quoting from the introduction to the first installment (Galaxy, October 1956):
"Where are the new frontiers?" the Romantics cried, unaware that the frontier of the mind had opened in a laboratory on Callisto at the turn of the 24th century. A researcher named Jaunte set fire to his bench and himself (accidentally) and let out a yell for help, with particular reference to a fire extinguisher. Who so surprised as Jaunte and his colleagues when he found himself standing alongside said extinguisher, seventy feet removed from his lab bench?
They put Jaunte out and went into the whys and wherefores of his instantaneous seventy-foot journey. Teleportation—the transportation of oneself through space by an effort of the mind alone—had long been a theoretical concept, and there were a few hundred badly documented proofs that it had happened in the past. This was the first time that it had ever taken place before professional observers.
