When you go through buildings or the boundaries of the map, the usual reason is that your connection to the game servers is lagging. Your movement is not transmitted in time to the server, so when you sync again, you are placed to where your speed have taken you but without the proper checks for boundaries. Try to make sure that you are not running anything else when you play the game and if you are on wireless try an ethernet cable to see if this continues to be an issue. Until you check this, this is the only reason that comes to my mind.
