Your glitch can be an emulator glitch, or a glitch from a physical game. Any year, any game, any country, any version (PAL, NTSC, etc.), any glitch. (You can post your glitch as a video, too.)
My first ever glitch (I THINK) was in T.H.U.G 1 on PS2.
With activiation of the moon gravity cheat, I discovered that if you press the JUMP button again next to a wall on foot, you can hop up the wall and to a different area. This helped me get past O.O.B (Out Of Bound) barriers, floors, and even got me on top of some buildings and to hidden areas.
The best places to do (what I like to call) the Moon Jump Climb are Manhattan, the inside of the Slam City Jam (the fully rendered one, not the one with the low quality texture), and various player-made parks, but I like to do it wherever I can.