The answer is an olfactory system.
The olfactory system is the only one that does not pass through the thalamus on its way to the cerebral cortex. This is enabled thanks to the pyriform cortex in the temporal region and some forebrain regions, such as hypothalamus and amygdala.
From receptors, stimuli are transmitted to the olfactory bulb. Olfactory tract projects to the pyriform complex and forebrain regions, which further project via the thalamus to the cerebral cortex.