With the wooden fences, if you want to go through one of them, all you have to do is run up against it, shoot your guns, reload (by pressing Z, not by running out of ammo), and when Nick pulls his guns ready again, you should go through it as a glitch. This is a good method for escaping cops or gangsters that may be chasing you.

Note: If it doesn't work the first time try again but it is a glitch that normally works straight away for me.