Bhagavad Gita 7.14
This verse from the Gita is one of my favorites. Lord Sri Krishna explains how to become liberated in this verse.

daivi hy esa guna-mayi
mama maya duratyaya
mam eva ye prapadyante
mayam etam taranti te

"This divine energy that people call 'nature,' is actually my personal energy.
It is super mundane-- all powerful within this universe-- and is made up of infinite combinations of three modes: goodness, passion and ignorance. All souls in this world are controlled by the particular nature that they acquire from these modes.
They identify with this nature and it is practically impossible to become free from this nature.
In each soul, this identification creates an overwhelming illusion and he or she thinks: i am this body.
But one who takes exclusive shelter of me, the controller of this energy, can cross beyond this nature.
I personally unbind the ropes of illusion for my devotee. Since I am the magician creating the illusion of maya, I can release this illusion as well.
I do this for my devotee."

Lord Siva affirms that Krishna gives liberation:
mukti-pradata sarvesam visnur eva na samsayah
"There is no doubt that Vishnu (Krishna) is the deliverer of liberation for everyone."

And in another Vedic literature:
tvam eva viditva
"Freedom is possible only by understanding Krishna."