Go into a subway station
First, go into single race. Then, go into Washington D.C., or Paris. Next, go into cruise. Then, get any car or truck, except big cars or trucks. Like the garbage truck. Then, when in the cruise, look on your map. Look for little red circles thet have "m"'s in them. Go to those, and you'll find escolators. Go down them. Continue on down those, and in no time, you'll be in a subway. This is a good way to lose the cops.