If some marker on the map is located outside of the level bounds (on the white background), it usually means that's there is some hidden route to it.
If some obstacle is blocking your way to the marker, try to kill some mobs in that area. This could remove the obstacle or open another way to the marker.
Some objects are located inside the building/caves. They have a special note in the popup tooltip of the marker (click on the marker to see the tooltip).