‘Who knows indeed!’ said Gandalf. ‘But there is another way, and not by the pass of Caradhras: the dark and secret way that we have spoken of.’ ‘But let us not speak of it again! Not yet. Say nothing to the others, I beg, not until it is plain that there is no other way.’
Gimli suggests Moria in the movie, and Gandalf is the one who vetos that option, initially.
