In real life, the floor is very solid. Below the concrete is dirt, below the dirt is rock, and below that is literally kilometers of more rock. Even if you were to fall through the first layer of ground, you’d hit the next one.
The ground (and walls) in a video game are made of a razor thin material. It has no thickness at all. You can’t walk through the wall as you run into the flat surface, because of collision detection.
However, there are ways for you to pass through, usually because your computer can’t keep up with the frame rate, or a conflict of some sort occurs. For example when a train pushes your car into, and then through a wall. Or when you rotate the camera beyond its limit and now it’s behind the wall.
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