The real building Bill climbs early in the movie
Bill Strother climbed two real buildings for Safety Last, the 12 story International Bank Building downtown, and at the beginning a 4 story apartment when escaping a cop. Here is that building today - looking a little beat up.
http://silentlocations.wordpress.com/2013/06/25/solved-at-last-the-saf ety-last-mystery-building/
You can read how Harold filmed Safety Last at my Silent Locations blog.