To car clip, you ride up as close to a wall as possible, getting as parallel with it as possible, and exit it to go through a wall. Using this clip can get you into any building that would normally require an item from the Black Market.

If it seems you can’t get out of the building, you actually can. All you have to do is save your game, quit it, and load it back up. You will spawn where you normally spawn when you first start a new game, but with everything you took from the building you car clipped into.