The 'Underwater World' myth claimed that groups of pedestrians could be found dancing in circles deep beneath the ocean, but this was later debunked. The few 'screenshots' were actually taken using mods or glitches, and CJ's above-ground animation stance in these images proved the scenes weren't possible in an unmodified game.
Source: Underwater World — CC BY-SA
This screenshot likely shows CJ in a modded scene attempting to recreate the Underwater World myth, but his standard on-land stance gives the fakery away.
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