Anyway, in the Moorcock books, certain people seem more prone to plane hopping than others. Sometimes they just hop to another plane, without wanting to.
OTOH, some races, like the one Corum is, can it do naturally, at least among planes that are close. There are also spells that do it, and devices.
Pretty much every Michael Moorcock revolves around the same basic plot, the war between Chaos and Law and the "Balance", with the title character usually being an aspect of the "Eternal Champion", which usually fights for the Balance. One way of having a recurring villain in a campaign is to have each plane have a different aspect of him.