Some sprites are representative of doodads. StarForge separates the sprite and terrain base of doodads. Sometime it can appear that a unit is walking under a doodad because it is going under the sprite part because StarForge failed to handle the doodads correctly. However, this only occurs with specific doodads. As far as I'm aware, no bridges have sprites separate from terrain.
It was most likely done with a mod or with Photoshop. You could take a screenshot of a bridge and edit out the terrain around it, then use it as the sprite for a unit or some other sprite in StarCraft. Have that unit/sprite be part of an air unit and it will cover up other unit giving the illusion that units are going underneath terrani. I believe somenoe did that with 3D buildings after Yoshi_da_Sniper released a video on extended terrain. They made an extended terrain building and turned the image into a sprite so you could walk behind it.