In MH3 there are several short cuts that you can use to travel around the map. Most of the short cuts originate from your base camp. If you just start the game, and you do not have a base camp yet, if you go through the farm in moga woods (on your right as you just get into moga woods) there is a cave that will lead you into a farther section of the map.
Once you get your moga woods base camp, and your full map accessible, then you will be able to use this short cut. just run down the dock somewhat near the boat that floating there, and jump off of it into the water. if you swim under water, and follow the path, then you will end up in section 9 of moga.
In the flooded forest base camp if you move to the back of the camp near the waterfall, you will find a small patch of water where you may dive in. this is in fact an underwater cave that will allow you to go into the map quicker as well.
That is all i am divulging for now.