Without cheesing the game by hopping servers you can bring a cart along. A cart can hold lots of stuff but it gets hard to move it up even a small incline if you have it loaded with twice the weight you can carry.

If your target is near the shore you can sail there, walk a short distance to gather things, and carry them back to the ship. The Karve has a 4 square cargo hold and the Longboat has 18.

If you really want to cheese things you can build a ship and then build a cart on top of it.