I think Randall's image is a bit misleading. I mean it is correct and fun, but for an uninitiated person it might cause impression that going down the well costs zero energy.
That of course is true, if you are stationary. Then you just start falling like apple from apple tree. But almost no objects in space are stationary, typically everything orbits something and frequently multiple things at the same time. Think about a rocket that is on an orbit around Earth. It is not free to fall to Earth, it must expend delta V to slow down enough so that its perigee is within Earth atmosphere (and typically well within atmosphere or it will just bounce off it).
At the same time, the rocket orbits the Sun, so even if it leaves Earth it still is not free to "fall" into Mercury. It must expend delta V to slow down so that its perihelion lowers at least to Mercury orbit.
So the graph on xkcd is correct, but with regards to bowling balls you might want to shoot up or let fall down from a position that is stationary in some celestial body's frame of reference.