Lower Undead Burg Skip
In Dark Souls, there are three ways to access the Lower Undead Burg from Undead Burg without acquiring any key beforehand. They differ in execution speed, difficulty and location.
Roll onto the little outcropping in the wall from the roof where the 10 throwing knives are located (perform the roll at the ladder), and from there jump over the big wall on the right. You'll land between the first and second area in Lower Undead Burg, but a dog will soon spot and attack you.
At the first fog gate in Undead Burg, jump from the small stairs that directly lead into the fog gate to the right over the wooden railing. You should land on the small stone railing on the lower level, from where you can either roll straight down where you will immediately aggro 3 thieves and 2 dogs, or you can roll off the wall at a 45° angle to the left, which will not aggro either, and gives you time to heal.
Kill the 3 firebomb throwing Hollows on the roof above the house with 5 black firebombs. At the corner, where there is a corpse, you can do a jump to land on the roof of a house below. From there, very carefully prepare a jump at a 0° angle to the front of the house facing the street. When you are on this roof, touching any sloped surface will immediately make you slip and fall to your death. You can only stand on the very top of the roof. Since this skip is difficult to pull off, requires a lot of preparation and is deadly when it fails, it is not used in any run.