Let's try to find all the official game levels with likely backroutes...

[Clam]

A couple more from ONML...

Crazy 1 - You can explode the climber as he climbs up the wall (you can't do this straight away though - he will climb up too far)

Wicked 20 - Build the first few lemmings into the wall on the right, then explode the first one on the way back so that he takes a chunk out of the ledge. If you time it perfectly, the other lemmings can get down safely.

And one from xmas '93 (how this made it into the game, i'll never know!):

Flurry 6 - You can bash through the steel. 

[BBP]

On my Lemmings For Windows version, the sky is no limit.
In Mayhem 23 (Going Up), if the Lems walk up the diagonal bars on the right hand side of the level, they walk up and over, and fall into oblivion. But you can use this bug thing to walk over the large section you'd normally have to bash through. Much less annoying. But you can't see the Lems (though they will show up in the overview graph).

[Clam]

I just found a backroute for Havoc 15, "Have an ice day". It is possible to cross the small gap at the top of the level, bash under the steel and then dig to reach the exit.

[Dullstar]

I don't think this is technically a backroute, but in Not As Complicated as it Looks, there are ways to do it without killing a single lemming....