Master illusionists like David Copperfield and David Blaine have pulled this trick off, which always amazes audiences. Walking on water is something Jesus did in the Bible - it shouldn't be possible for mere mortals.
The reality is that it isn't possible at all. No magician has ever walked on water; they're just carefully standing on clear Perspex boxes, which are as good as invisible when they're placed below the water's surface. That's why onlookers are always forced to watch this trick from a distance!