Claude can become completely invincible — but there's a catch that will softlock your game.

There's a precise timing glitch in GTA III where if Claude gets busted by a cop exactly as a burning car explodes while he's entering it, the bust animation interrupts but the invincibility state remains permanently. He becomes immune to all damage including explosions, fire, bullets, and falls — but jumping into water will permanently softlock the game since he can't die by drowning.

Source: Glitches in GTA III — CC BY-SA