There are times when including files (usingcfinclude or cfmodule) from a directory outside of the document root can be very useful. This can be done using the Mappings link within the ColdFusion Administrator, which is documented in the Configuring and Administering ColdFusion MX manual on LiveDocs.
This Mappings feature works well when the directory that's being mapped is on the local filesystem. If it is on another machine on the local network, there is a Windows Security restriction to be aware of. There is a workaround to the limitation, however.