It has been discovered (credits: @KyleKyle ) that it is possible to warp with taxi to (almost) any place on the map:
1. Place the desired marker;
2. Enter the cab and press Escape right when Luis closes the door, all while holding Enter until you see the menu (you should select destination during fadeout but before seeing pause menu);
3. Remove/replace the marker;
4. Spam Enter when exiting menu.
If done successfully - you will teleport despite roads.

Watch at slower speed if you do not want to miss anything (video replaces the marker, but you can just remove it).

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More often than not you will end up under the ground, fall into the void and respawn on the surface. Here's a map of places where you can end up:

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Notes:
- destination selection menu appearance after closing the door on the passenger's side is slightly slower than on driver's side;
- each character has (very slightly) different timings to when to pause the game (Luis being the fastest afaik);
- when you teleport the game tries to put the car on the ground, this has a two second timeout and if it fails it just puts the car wherever it wants without caring if it's above or below the ground; this is why the car spawns under the ground and falls; you can also tell when the game is having trouble putting the car on the ground because the screen remains faded out for longer than usual
- each IV game has different spawn points after falling into void.

Sexy Time (~50s):

You can warp to the docks beforehand to have the blue yacht marker on the map, so it's easier to place your marker.

...Blog This! (4s), don't place the marker too low or you'll end up in water.

Not So Fast (10s), it's actually possible to keep the cab by hailing.

Dropping In... (6s)

Ladies' Night (8s), no risk of getting wanted level.