The Croft mansion roof. (and assorted oddities)
This is do-able in Tomb Raider 2 and 3 I think. Definitely 2.
Load up the Mansion training level, go outside and make your way to the slip line. The rope slidy wheel thingamy. Climb onto the starting block to access the line, but don't slide down it.
Align Lara so she is facing the direction that the slip rope travels, but on the most front right side of the block. Now turn her 45* to face into the front right corner. Make sure she is as close to the edge as she can go by walking forward.
The rope is the brown line. Lara is the green blob standing on the red block, with the pink blocks representing the two higher pillars either side. See where she's facing?
Now hold down the 'Look' button, I think it's a shoulder button and angle the camera so it's directly above her head, looking down on her. Hold the view and jump so she jumps directly up toward the camera a few times. If all goes to plan she will glitch and 'fall' onto the top of the higher pink pillar to her right.
I figure this is because her 'jump straight up' animation actually moves her forward a little each time, if the camera angle and Laras body angle are correct her only place to move to is the otherwise impossible to reach high pillar :).
Ok, once you are there, turn left and do a standing forward jump onto the high pillar on the left of the slip, it's closer to the house roof. Jumping straight at the roof from here doesn't work, she won't grab on, but try it by all means.
Point her in the direction the slip way travels, on the front left side of the pillar. You are going to do a running jump toward a part of the roof which sticks out, it looks like it slopes but in fact has one flat triangle along the closes edge to Lara. You have to do a running jump, initially aiming further left and pulling Lara to the right, so she turns in the air to reach the ledge exactly straight on. If you do all that crap correctly, you'll grab on to the wee flat triangle, climb up and go dance around on her roof!
Well. I'm glad I got that off my chest. So long as the world knows. If anyone does this, please post some screenies. I dumped my PlayStation long ago, so couldn't provide any shots myself.