There's an airport (I'm trying to find it again now, I can't remember where it is) with a gate around it. As far south as possible in the first city, there is an airport but I don't think it's the same one. Anyways, steal a big car (I used an ambulance), and park it right outside the gate. Get out and jump on top of the car then jump to climb over the fence and you're free to go. :dog:
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