I have glitched through walls twice, when going down stairs. One time it happened in one of the high-rise apartments, and one time in the hospital in the Pavlovo military compound. It only seems to happen when going down, and in tonight's case, at the hospital, I had a glitch with the roof ladder. I selected Climb Down, but the character walked over the edge instead. He fell on roof down, and one second later I was climbing down the ladder again.

10 seconds later, on the hospital stairs while going down, I glitched through the wall and fell to my death.