Tonight I play Borderlands 3 with 3 friends. Those same 3 friends from when I played Borderlands The Pre-Sequel got me to do this:
Long story short, a rocket gets launched for a specific mission, and you can ride said rocket right out of the map's collission detection.
Turns out you can't do that for every rocket in the game. Case in point:
And yes, I did play as Claptrap.