Board Thread:Manga/@comment-27441457-20170908192139/@comment-28958062-20170909185634

May Kaiba wrote: How does Annie move between districts?! She can't simply turn into a Titan, climb the wall and turn back.. As far as I remember, the walls extend deep into the ground and it's impossible to have a way beneath it. I gave up on trying to make sense of her movements so I just explain everything with she's a ninja to spare myself the headache...

This chapter made it sound like she used the sewer system but we know that isn't possible because as you said the Walls extend deep underground so she's a ninja.