Flying through walls
In the mission where you have to escort the allied tanks past the enemy base, I was pushed by the tank in front, then I flew sideways and landed through the walls with red health. AK-47 fire followed, and I never recovered.
See through walls
For this trick, you will need a zoom scope weapon (sniper rifle or air-strike gun). Go to a wall, and make sure the other side of it does not have any objects in the way (buildings or other walls). Go as close to the wall as possible and then zoom scope at the wall.
Note: This cannot be done on all walls, and usually a 6x or more magnification is required.