This is a glitch, or more of a trick really, occurring on all blocked bridges before they have become unblocked. In it, the invisible block that keeps you from jumping over the visible roadblock has a top, which can be walked on.
One of the largest blocks is the one on the Gant Bridge. The best way to get on top of it is to spawn a Jetpack and fly up to the top of the southernmost tower support. Admire the "No Easter Egg" sign for a moment, then walk directly off of the support in the direction of San Fierro. After a second or two, you'll land on an invisible surface. This surface does have finite boundaries, so be careful where you step, You can walk about halfway down the bridge in the opposite direction of San Fierro, and only a short distance towards it. If you attempt to walk over the water on either side of the bridge, you will fall.