Buy a ship? Who will crew it, who will sell such an expensive item to a lowly peasant? How do you expect that the nobility wouldn't be quite annoyed by a peasant trying to rise above his station in such a way? He could try stowing away, but really that is quite difficult to do on old sailing vessels, there wasn't that many places to hide really.
Nonetheless, those possibilities exist, and I don't really see a good reason why it shouldn't be in the game, being as the code for emigration is already there and it doesn't seem to make anything more fun for it to not be there.
