Once you bypass the map boundaries, you're free to explore, however the maps get more and more glitchy as you proceed. Unless specific areas were designed for this (such as a hidden pathway or a cave), you can potentially mess up things in the game.
So, no. Coolboyman is an expert ROM hacker, and he's pretty much right, having used Hex Editors to edit the programming. I tried this a bit as well, and the maps got extremely glitchy. If you want to do something like this, just input a Walk-Through-Walls code in your emulator.