Do NOT, under ANY CIRCUMSTANCES perform this glitch! It results in having to start your game COMPLETELY OVER!
In the area with the broken cannon (the one you teleport out using Midna), if you save and quit before getting rid of the guy in there (I forget his name), the glitch occurs. When you load your saved file, you'll notice, um, "dude" will be missing. However, if you try to teleport the cannon, Midna will say "No! Someone will see you!" and the rest of that speech. If you look around, however, "Dude" is nowhere to be seen. If you try to go out the door, It will trigger the message you normally get, with "dude" asking where you're going. He will be visible while talking, but if you turn around, he will be gone. You also cannot transform into a wolf and warp out, for the same reasons you cannot get the cannon. You are stuck here. The only way out is to delete your game. :( SO DONT SAVE THERE!