VCS Underworld With A Helicopter
I recommend saving your game at The Clymenus Suite safehouse. Go up to the roof and buy a Little Willie helicopter. You can use other helicopters, but while exploring the underworld it is very easy to take damage, or lose your vehicle when you trigger a respawn at ground level. Since this safehouse is 5 seconds away from the entrance with a helicopter, reloading is fast and easy. *Use the health cheat to avoid reloading: Up, Down, Left, Right, Circle, Circle, L1, R1
Head due east from the safehouse past The Chunder Wheel, to the large hotel with two towers, and a large pool in back. At least one or two missions involve this location. It is SE of the Malibu club, two buildings down. The same building that had the PCJ next to it for the "PCJ Playground" side mission in Vice City. At the NW corner of that building the wall recesses to the front door. Fly under the overhang and up through the ceiling and you are in the underworld!:ninja:
The water's collision file covers below the water line, so when flying around the underworld, avoid any water. You can fly below it, but get to close and the vehicle will drown, despite the fact that the actual water texture may be a ways above you. You can escape it and swim around, but mobility is limited without a helicopter. Reloading is usually quicker than respawning and getting to another helicopter.
You can also get to the game's interiors! They seem to line up with their actual locations, unlike the San Andreas interiors. I found the inside of the mall, the Mendez mansion, The Hyman Stadium and more. Once you go in the underworld and descend, you will notice the screen pause at a certain point, like it is going to crash, but then it unpauses. This is the marker for the interior level. If you stay horizontal in this level, you will be able to see and land on the game's interiors. Descending further the game will pause again, and you will respawn at ground level. It is easier to start in the upper level, and descend below a building that should have an interior. The empire sites however use a stock interior for the different levels, and so far I haven't found any yet.
To start, head north from the underworld entrance to the mall. If you are still in the first level, above the interior level, you will see trees down below you when you get under the mall. If you descend to the interior level, the mall interior will load. You can go through the roof, but there is an invisible ceiling (.coll) inside, preventing you from getting in. No peds spawn in the underworld either.
From there, you can easily see Hyman Stadium's interior, because it is massive. Just look west, and you will see something that looks like the Grand Canyon just under the horizon. Head west to Mendez's mansion. You can land on it but I haven't found any holes in the ceiling here or at the mall.
Head west further to Hyman Stadium. You can go right though the sides or the ceiling. The floor between the stage and the first barricade is solid, as well as the backstage and the tunnel surrounding the stadium that you dungeon-crawl through in that one mission.
I am sure there are more interiors to explore, plus you can also find some of the easter eggs this way. Enjoy!