Blue Hell

Blue Hell is the name given in the player community to the area underneath the landmass in all Grand Theft Auto games. The name first started from GTA III in which the area underneath the landmass is usually blue.

The player is not supposed to access Blue Hell, but several game glitches (including 'holes' in the world terrain) can result in the player ending up there. When the player falls through Blue Hell, they will fall for a few seconds before respawning on the nearest pedestrian pathway (or vehicular if the player is in a vehicle). The Grand Theft Auto: San Andreas Blue Hell is the easiest to access and explore with the use of the in-game Jetpack.

Grand Theft Auto III

 * Going eastwards up the sloped alleyway in Saint Mark's, north of Marco's Bistro on Portland Island. The wall at the end of the backyards on the left hand side is not solid and you can easily fall through. After a few seconds in Blue Hell, the player will land in the middle of the main road just to the east of where you were.
 * In Staunton Island LCPD Station, one of the higher walls is not solid. The player can easily enter and fall into Blue Hell. After the fall, the player will land in front of the station's car park entrance.

Grand Theft Auto: Vice City
If the player is playing the PS2 version, when your PS2 is unable to load or have problems loading, the ground maybe not loaded and you will fall into blue hell and spawn on land a few seconds later.

if you use the tank combined with the flying cars cheat and you some how reach the top of the tallest building, it acts as an entrance to blue hell.

Grand Theft Auto: San Andreas

 * In Esplanade North, San Fierro, the player will see several docks jutting out into the San Fierro Bay with warehouses situated upon them. Next to one of these docks is a submarine called the "U.S.S. Numnutz". If the player swims directly down from the submarine to the bottom of the waterway next to the dock, they will notice a greyish color which does not match the color or texture of the surrounding rock. This area is actually a hole that the player can swim through to enter Blue Hell.
 * If the player stands on top of a San Fierro tram and takes a picture with the camera while on the tram, CJ may fall into Blue Hell and after a few seconds land on the sidewalk.
 * Also in San Fierro, there is a large clothing store in Doherty, opposite the tract of wasteland. The top portion of the wall (between the top floor and roof) is not solid, and can be accessed with a jetpack.
 * In Mulholland, Los Santos, there is a newspaper shop with a non-solid areas in the roof which will lead to the interior of the building, and from there to Blue Hell itself.
 * Get a Jetpack, then go to the Mulholland Safehouse. On the empty pool, one of the corner is not solid. Walking through it will make you fall to the underneath of the Los Santos. You can use the jetpack to explore the city via the "underground". Otherwise, if you walk through the unsolid wall without a jetpack, you'll fall for a while and respawn in the street.
 * At Las Venturas Airport, one of the walls of the main building has a glitch wherein running at it enough will pop the player through into Blue Hell. The wall is located where the fence around the runway meets the building.
 * Also in Las Venturas, there is an unmarked Pay 'n' Spray east of the casino in the Come-A-Lot district. The southwest corner of the Pay 'n' Spray is not solid; if the player enters that spot via jetpack and lets Carl Johnson sink into the hole for awhile, he will fall into Blue Hell, later automatically spawning on the sidewalk outside the Pay 'n' Spray.
 * Outside the Ammu-Nation in Red County, enter the Jetpack cheat (or use your own) and walk in front of the entrance. The yellow marker will disappear. When this happens, lift up and you will fly into Blue Hell.
 * The player can use Blue Hell to re-enter the Area 69 interior after the Black Project mission.
 * Sometimes after the mission End of the Line, the interior of Big Smoke's Crack Palace will disappear, however the wall will not repair itself. This creates a large hole to Blue Hell.
 * If you fly far out enough into the ocean and drown yourself (you have to have to full health/lung capacity so you live long enough) the ocean floor is not solid, your plane will sink below the ground and when you die you will spawn dead somewhere in San Andreas on the sidewalk.

Grand Theft Auto: Liberty City Stories

 * Near the hospital in Staunton Island is a small construction site where the player can find a ramp and jump to a platform. The player can go inside the glass of the windows in a corner and will fall into a tunnel (the same tunnel seen during the mission "Bringing the House Down").e
 * (Note:You need to activate the 'Perfect Traction' cheat to perform this glitch). At the front of Sweeney General Hospital at Portland View there is a place where there is an Angel and an Esperanto. Get a car, jump using 'Down', drive it to the taller roof,get out of the car or drive it and jump to the white lanes. You will fall into the Blue Hell and will respawn at the nearest point at Portland View or Chinatown.

Grand Theft Auto: Vice City Stories
Go to the side of the Prawn Island bridge going to the west island. Run onto the wall until you fall, and you will respawn at Diaz's mansion.

If the player uses the "Heavier Vehicles" cheat and drives a Stinger into the water, the car will pass throgh the bottom of the sea, fall in blue hell for several seconds, then suddenly reappear on a nearby road.

The player can also enter blue hell by running towards a corner and a tank hits the player.This with cause the player to fall into blue hell and spawn at the nearest land 10 to 15 seconds later.

Grand Theft Auto IV

 * Sometimes, when the player utilizes the Swingset Glitch they may be thrown into Blue Hell for a few seconds and then back on the surface somewere near the swing.
 * Part of the south side of the Rotterdam Tower (just beneath the first high ledge) is non-solid, and can be entered with a helicopter to access Blue Hell. From here, the player can enter interiors they could not enter before, go underwater, and explore some buildings. The player may accidentally re-enter the "real world", however, as some "real" interiors are not visible from Blue Hell (this is especially true of tunnels), and entering these will restore the player to the normal game world.
 * Upon entering the Schottler Medical Centre, turn right, and then right again. You will be in a long hallway, with some windows and hospital privacy screen directly in front of you. Throw a grenade near the wall; this will shatter the windows and move the screens. You can now jump through the window and walk around in Blue Hell for a while, however, if you venture to far towards the street, you will re-materialize. A video of this can be found here; http://www.youtube.com/watch?v=_ogSKeOmu6Y
 * Driving east into the Booth Tunnel at high speed may put the player into Blue Hell for a few seconds.
 * Getting hit by a train underground while in a car may put the player into Blue Hell for a few seconds.
 * At Pier 45, facing the back from the water, swim to the left were there is a bunch of wooden posts. Climb on to one. Niko will jump over it as if it were a fence and land in "water". Swim around and you will fall into blue hell.
 * Sometimes if the player is in a destroyed (i.e no rotors/tail) and the use the health and weapons cheat to repair the helicopter they will fall into blue hell, and can explore it with the heicopter and can return to the game world by flying up through the ground.
 * Near the West River helipad, there is a cement wall partially covered in rocks. If you swim against this in the correct spot (The rocks should be just below the waterline) for a few seconds, you will fall onto the seafloor. You can walk through the cement wall into Blue Hell, although it is very easy to fall into the nearby Booth Tunnel and return to the real world.
 * Note: A helicopter is needed for this glitch! In Dukes, near Crockett Avenue and the big rollercoster, there is a Go-Kart racing track. If the player crashes the helicopter with the nose to the ground on the south part of the track, he should sink into Blue Hell. If the player exits the helicopter, they will spawn on whichever street is nearest, or in the water.
 * At the Second Building by the leapers bridge between Albany Ave and Hematite St. Go to the front entrance of the building and then jump into the handrail where the matress is. You will fall for 5 seconds and end right back out into Hematite st.
 * Sometimes, if you spawn a vehicle in the subway it will seem to not be there, but if you press F/Y/Triangle, there is a high chance the car will be right under the subway line, causing the player to fall in the car into Blue Hell (tested in PC version).
 * In the dockyard near Francis International airport, there is an entrance north of the big oil tanks in between the pipe lines and the ground.(Only works in helicopter)

The Lost and Damned

 * In the mission Buyer's market, whilst getting to the ground floor, if the player aims an explosive correctly, He/she can launch themselves out of the building into blue hell.