This has currently lead to the deaths of three of my characters. I have been in buildings and have ghosted straight through two railings and a wall (on three separate occasions) and out into open space. I fall. I die. Every time.
My current character had a similar problem, he clipped right off of his ladder backwards even though I was just holding "W" the whole time facing perfectly forward. Twice. The second time he broke a leg. I managed to get him to the roof to see if I could find a morphine injector or a splint, but nothing so lucky. He'll be the fourth claimed by this problem.