In Echigoya's castle as Rikimaru or Ayame, find the vertical beam in the middle of the wall just outside of the room with the tree. Jump directly into the beam to cross through. The game does not load the wall textures, and you can now see all the way through, run around, etc.

In the level where you go after the merchant, a similar event will happen if you use the grappling hook at the back door of the main house, if you are close enough to the door to allow it to load the next sub-level when you jump up. You then end up falling, and as long as you do not pull up (drop down instead), the wall/floor/ground textures will not load. You can go quite a distance into the house without them loading.