Bug: Go into 2 player mode, and let player 2 pull out the Katana. If player 2 turns on CJ and kills him with that sword in such a way that his head is cut off, he will respawn in 1 player mode with no head. Just a neck stub with blood constantly spurting out. You can walk around and continue on as headless CJ until the game is reset. All of CJ's spoken lines are cut off after just a couple sounds as well once this happens.
Bug: (PS2 version only) In Los Santos, there are 2 houses on the north side of town built on hills. Go investigating and one of the houses (I'm not sure which one) in the backyard area has a pool with the back area walls made entirely of windows. Go to where the windows meet at the corner and you will glitch (go through) the windows and fall through nothingness for about 5-10 seconds before safely landing on a street corner 5 blocks away. This can also be done with a bicycle or motorcycle provided you get it to the window. This glitch has been fixed on the Xbox (GTA: Trilogy) version and cannot be done on that copy.
Bug: Don't know what causes this glitch. But on very rare occasions if you go into a Trans Fender body shop with gang members in your car, sometimes one will be standing outside your car in the body shop and just talk while you customize the vehicle. Once you leave Trans Fender, he just vanishes, not in your car either. He's just gone.