Going eastwards up the sloped alleyway in Saint Mark's, north of Marco's Bistro on Portland. The wall at the end of the backyards on the left-hand side is not solid and you can easily fall through. After a few seconds in Blue Hell, the player will land in the middle of the main road just to the east of where you were.
In the Staunton IslandLCPD Station, one of the higher walls is not solid. The player can easily enter and fall into Blue Hell. After the fall, the player will land in front of the station's car park entrance.
If the player rides on the subway and enters one of the trains at the second door of the first car, and then exits the train at Francis International Airport, the player may appear above the station. Walking above the tracks (the player have to jump over one of the first electricity things in the ceiling of the tunnel, otherwise the player will fall of the roof) and off them will make the player fall into Blue Hell and reappear at Francis International Airport. This is a good method to reach the whole Shoreside Vale without cheats or mods, if you not have unlocked it (if the player die or get busted there, the player will re-spawn on the hospital/police station on the nearest island that the player have unlocked). Alternatively, the player may decide to walk across the tunnel (tested on PC and iPad version).
On Staunton Island, some sections of the Liberty Memorial Coliseum are unsolid, and if the player manages to get into a hole, the player will fall into Blue Hell and re-spawn on the nearest street.
At Joey's Garage on Portland, if the player does the "Accessible Joey's Garage-glitch", one of the walls isn't solid. If the player goes through it, the player will fall into Blue Hell and re-spawn on the street.
At Ghost Town, there's a large Blue Hell entrance where the half of the town is situated.
At the Francis International Airport tunnel entrance's left side (between a really low wall and the edge of the tunnel).