The most common type of Collision Free (Also known as 'Non Solid Object') glitch is done by using the Swim in the air Glitch in Spyro 2: Ripto's Rage and Spyro: Year of the Dragon. After you've activated it, swim as high as you possibly can in the air, and you will eventually come across a collision free version of the level. It's exactly like a normal level, only there are no characters, enemies or collectibles, and the walls and lava can be swam straight throughout the other end.
This can also be caused by using the Invincibility Glitch as well.
This glitch can also appear in Spyro: Enter the Dragonfly. There are several different methods to the Swim in the air Glitch, and if done correctly, Spyro can pass though any surface. This Swim in the air Glitch can remain active until Spyro touches the water, at which point the glitch fails.