Turkmenbashi International Airport
Turkmenistan Airlines flies to and from Ashgabat (US$94) twice daily and to Dashoguz (US$98) on Tuesday, Wednesday, Friday and Sunday. The airline office is in the same building as the Hotel Hazar. The airport is 8km east of the ferry terminal.
There is a daily bus (31M, nine hours) to Ashgabat.
From the Turkmenbashi ferry terminal there are frequent untimetabled cargo ships to Baku in Azerbaijan, most of which take passengers (US$60 to US$80 per person), although there’s always the chance that there won’t be a departure for several days. The Caspian Shipping Company website gives some idea on when the next departure will be and theoretically offers an online booking system.
Bring all the food you'll need for the 24-hour crossing, and be aware that you may have to wait several days for a departure, which can bring serious stress and woes if your Turkmen visa is about to run out. If your visa is due to expire, you'll have to be stamped out at immigration and wait in limbo at the port.