There's a clipping glitch with ladders where if you are holding up+left while by a one-block ledge that has a ladder on it and you shoot your weapon (whatever it may be), you will clip into the ground and either be out of bounds or die.
EDIT: It's the most consistent with Mega Man, and harder with Proto Man and Bass. However, Oil Slider seems to be consistent with those two.
EDIT 2: Using Oil Slider and Sliding into said ledge while holding up+left allows you to clip instantaneously, but only with Mega Man and Proto Man. Also, this glitch works by pressing up+right with a ledge to the right, and if the ladder is below the ground, you can press down+left/right.
Also, here's some images. (With the down+right set-up, I ended up in the ceiling