Take a large vehicle (such as an SUV) to Francis International Airport and drive sideways under a moving plane so that the wheels are pushing into you. If done correctly, the car will drop below the world. After a couple seconds you will respawn back on land with the car gone.
Reach the part where you go into the subway about halfway through the mission "Your Shirt, Your Boots, Your Motorcycle". Stay to the left and, when the subway car comes towards you, keep left while trying to get in-between the wall and the subway car. Doing this will drop you into "blue hell" for a few of seconds before popping you back up.
In the "Fishmarket South" (where you do one mission for Bernie), find the Anchor statue near the sea. Go towards the water and over the little dock into the water, then swim to the right (south) until you find a wooden "pier" against the wall. It will have square gaps that you can hop in through. Jump through the one to the far right (the first one you swim past) and move towards the wall to fall down into "blue hell".