Why didn't Harry Potter hold on to the time turner thing, and use it for everything? Once he knew what it was, he wouldn't have to worry about driving himself insane by seeing other versions of himself.
In, like, every "trapped in a haunted house/locked in a room scenario ever- Why don't they just go through the walls? Studs are typically 16" on center, so you could squeeze through, and that just leaves drywall (not a strong material- you could punch through it with your fist). insulation, and exterior sheeting. Once you had the drywall off, you could just push really hard to force off a sheet of OSB, or whatever they use. And the nails are straight in, so it wouldn't be that hard...
EDIT: And in cases where the exterior walls are masonry, there's usually bars bolted to the windows. In virtually every one of these cases, there's also a maintenance room.
Find a socket and ratchet set, and remove the bars yourself.