In Super Mario 64, go to Wet-Dry World. Go to the area with the Chuckya (the purple Bob-omb), and grab him. Walk to the corner, and touch the wall. Then, turn around, but DO NOT take a step away from the wall! After that, throw the Chuckya. You should slide through the wall and be outside of the course, in the water.
This glitch was discovered by MP3GK. (At least as far as I know)