From The TimeSplitters Wiki

In Compund, there is a staircase in the building where you can climb into a glitch. If you have a small character (preferably Monkey), you can climb the stairs in the largest building and go left just before the stairs reaches the ceiling of the bottom floor. You will find yourself in the same room as normal but it is invisible. And you cannot be shot, but you can still shoot opponents.

Steps

• First, select Monkey on the select screen.
• Go to the large building.
• Climb the stairs and go left about half way up.
• If you did it right, you should be in the invisible room.

Modes

It works in any Modes.