In the aftermath of the Snow Queen's spell, portals were opened up all over Storybrooke bringing in people from realms far and wide - across all universes (even the alternate ones). In a desperate attempt to protect the world at large from the influx of these newcomers, Regina sealed off Storybrooke permanently, making it impossible for anyone to leave the magical town.
You know... if you're going to keep a man in a place against his will, at least get him a decent cup of coffee first. Assuming that this place and it's magic has a place that has good coffee.
[He doesn't want to be in Maine. He wants to be back in New York, where he belongs. If he's panicking, then it's not showing. However, Frank isn't likely to panic. He'll see if Matt or one of the others he knows is around soon, but for now he's not had much sleep. So he needs caffeine.]