@OldBadger: Ah! Fire escapes! Those might be nice.
Anyway, I suppose in an ideal world, it would be nice to be able to make a “hollow” building first (focus on the exterior) and then go in and decorate the INTERIOR later … but in order for it to be practical, it’s probably something you need to plan from the start, because in order to access those interiors, you’d need to be able to separate the floors.
I once made a big “wizard’s tower dungeon” for a convention one-shot of Advanced HeroQuest back in the day (I actually still have it around in the attic, though it needs some refurbishing) where I made a solid front “facade” for the tower, but each floor was made as a removable “tray” that I could slot into the back of the building (for transport/storage), or I could remove it to set it out on the table to act as a decorated “dungeon tile.” The stairway up to the next level ran along the “back” side of each level segment, along with a back wall with decorative elements (mirrors, paintings, shelves, etc.) so that it wouldn’t obstruct line of sight for the players. (I was running as GM and standing all the time, and the dungeon tile was closer to my side of the table, while players had room on their sides for character sheets and dice and such, so I didn’t mind the “obstruction” on my side, since I could easily look over it – much like a GM’s screen.)
I’m not sure I could have accomplished the same thing for a skyscraper, though. The nice thing about fantasy dungeons and castles/dungeons is that if the walls are STONE, it’s taken for granted that they’d be pretty thick … so I could have foam board walls and floors that were pretty sturdy, insofar as holding their own shape and the weight of minis and furniture, but at the same time still LIGHT enough that I could carry the whole thing around without too much trouble. (The main body is about 3’ tall, with 5 floors. I made the top conical roof a separate removable piece, however, since past a certain point I was going to have a lot of trouble transporting it.)
Anyway, the multi-floor setup was doable since all of the “action” took place in the tower, so even if the party split up, I could simply set multiple “levels” of the tower out on the table to track the action. It might be harder to do that sort of thing for a miniatures war game, however, since presumably all the table space will be devoted to the battle area … but I suppose you COULD have some table space that’s not part of the battle area, where you COULD set down a “floor tile” meant to represent an interior floor of the skyscraper (it needn’t necessarily ACTUALLY fit into the building structure, after all, though that would be a cute touch), so you could handle any movement of minis within the building on that floor.