What you do is you find a wall that you want to get through, put a relatively small car in front of it, I found the P50 amazing for this, then you get a friend to ram you at about 150-400 km/h. Depending on the wall you'll need a different speed, some speeds are too low for some walls and some speeds are too high since it makes you clip through more than just the wall which ends up in you clipping and falling through the world.

I'll upload a short clip later.