You can unlock a Cheat called 'Invisible Man' then enable it in the secrets menu!
N64 and Dreamcast Location:
Go to London Underground via Jack The Ripper. Go to the middle stall in the women's bathroom and the "Secret Activated" message will appear.
PC and Remastered Location:
Warp to Asylum: Playrooms and go to where the playroom cells are found (with a pool table and a playpen). Enter the middle empty cell.