One of the witnesses said the other day that he'd heard the Feds did have the license plate number. That would be a pretty good trail.
And... Where did he sleep? Where did he eat? He must have made at least a few calls--to his friend(s) in Utah, to his family?--but I suppose he could have used pay phones. Even that would leave evidence. I imagine the authorities put a wire tap on his family's phones immediately.
I think he must have planned it in advance, at least as an option if things went badly. It looks as if he did drive to Atlanta. Who would do that? The Feds would have sprung for a plane.
Now Rufus gets to retire in jail like what he originally planned all along. The man is a genius. The trail he left was horse droppings. He was doing his next project - filming brokeback mountain 2 starring him of course. He was heading towards Utah to get some wide angle shots of the outback. He'll have plenty of time to do the love scenes once he gets into prison, of course.