The show makes it clear that transit is strictly one-way; an attempt to travel "backwards" causes the traveler to be destroyed. Although in the first episode the Goa'uld who come through at the beginning of the first episode appear to walk back through the event horizon after taking a hostage, in actuality, they dialed out again using a hand-held device (the whooshing sound is audible in the background). As matter is only transmitted through a stargate once the whole object has passed the event horizon, a person or object could be retrieved from the event horizon before entering completely, as the stargate would automatically reintegrate the traveler.