Waste pile
The first illusionary wall is located in the "Garbage Pile," next to the first bonfire. Go down from the first bonfire and walk past the first angel. Walk through the building, enter the building and continue forward.
When you find yourself in a dead end, make a left turn and hit the wall, after which a staircase will open, which will lead you to another small location.
Common grave
The second illusory wall is located in the "Common Grave", next to the bonfire of the same name. When you cross the bridge where you fight the dragon, you will enter a room with statues along the walls.
Hit the wall next to the stairs and a path will open up. Kill the enemy inside and hit the far wall, after which another path will open. The third wall will allow you to pass, and will also give you access to the Thunderbolt wonder.
Inner city wall
The third and final illusionary wall is located in the "Inner City Wall". From the fire, take the elevator and about half way down jump from the elevator through the hole in the wall.
You will then find yourself in a circular room with several statues. Hit the empty-handed statue and it will let you through, after which the corridor will lead you to Midir the Dark Eater, which is an optional boss.
