This is a glitch in Super Mario Sunshine. For best results, use the hover nozzle. For worst results, use Yoshi (0.o). Anyway, in Delfino Plaza, swim over next to the shine gate. Dive under the bridge with the box on it. When directly under the box, jump. You will be inside the box. Now, go to the back corner, and you fall through. Here is the tricky part. You must jump every second or two, or the game will think you fell off a cliff. You can go pretty much anywhere doing this, allowing for a few cheats.
Why it WorksEdit
There's a seam where the box meets the wall. You fall through.