Jacob made the Place Manager program, I searched and made Liberty City coordinates.
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This EASY thing has only 3 - 4 teleport steps.
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Step 1: Run SA Place Manager and then run GTA San Andreas. Load your game, press ALT+TAB and teleport to first place; "GYM".

Step 2: Open GTA SA again (ALT+TAB) It will automatically enter the gym, so just when CJ enters the gym, press ALT+TAB and teleport to "Out of gym". ALT+TAB again and you will be in some big gym room.

Step 3: Now ALT+TAB and finally teleport to "Liberty City". Enter the game (ALT+TAB) and voila! Done!!!