Before you get too excited about the 'instructional value' of this page, we look at this page mostly for its entertainment value.
While plays like these make for good sports highlights, in truth they are often the result of poor field positioning.
SLIDING CATCHES

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The slide-in basket catch.
It's not really as impressive as it looks and it is safer than the head first dive. Use the same technique as for running the bases - drop down into the figure four leg position. The hard part is timing.

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The slide to the glove side. This is the all or nothing version - much harder to get the glove to the ball without the body to block a near-miss. Again, uses the base-runner's drop slide.
AT THE WALL
Realistically, most youth parks have chainlink, not a padded wall. If the fence is low, we hope you have a protective plastic cap. If the chain is high - the temptation to climb could result in a snagged cleat and twisted ankle.

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The backhand climb. Not recommend. The step, the reach, the timing must be perfect.

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The gloveside reach Not recommend. The step, the reach, the timing must be perfect.
DIVES

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Forward dive
Getting the ball into the glove is only the beginning - keeping it there is the hard part as the body slams down. This animation shows one good tip (letting the glove, not the elbow touch down), and one error (not squeezing the glove tight).