1. Execute the Glitch City Glitch. That is to say you go into the Safari Zone, go back, when the man says "Do you want to leave the Safari Zone early?" Say no, then save, reset.
2. Walk around as normal, using up your 500 steps. BUT, on the 499th step, jump off of a ledge so that when "Ding-Dong! Your Safari game is over!" pops up, you will be in the air.
3. After you complete the dialog, you will find that you can walk over everything.
Some things you should know...
A. You need one Pokemon, and that Pokemon has to be poisoned. If the Pokemon doesn't have a lot of HP, have a lot of Potions on standby. That way, when you're in the Safari Zone entrance after performing the glitch, your Pokemon can faint, resulting in you being able to walk thru walls almost everywhere.
B. Don't go inside of a building. This will cause the glitch to end, and you will cease to be able to walk through normally impassable objects. Reseting the game will also cause the glitch to end.
I know that wasn't the best tutorial... I hope that helps... (you can use this glitch in Red and Blue. I don't know if you can use this glitch in Yellow yet. I'll have to check.)
P.S. I got this glitch off of Youtube, I think.