In 1983, Presto set the world record for walking up the side of a building for his journey from first floor to roof of the Bonaventure Hotel in Los Angeles.
The magician begins on the ground outside a large building. Silence is called for and there is a period of deep concentration. When the time is right, the magician places a foot on the side of the building and, after making sure of firm footing, the other foot. The magician then proceeds to walk with careful steps all the way up the side of the building to roof.
The secret is in the magician's shoes. The shoes have metal soles attached by wires to a large, high-voltage battery pack beneath the magician's shirt. When the batteries are turned on, the shoes become a powerful electromagnet.
Buildings generally have a lot of stuff inside, and quite a bit of it is metal. As the magician steps on a window, the electromagnets in the magician's shoes attract metal within the room "beneath" the magician's feet with incredible force. Some of these objects will slam into the window, but the magician's weight will generally stop them from breaking through and spectators are kept far enough way that they will not hear the noise.
The force of the attraction between the magician's shoes and the metal within the building is more than enough to keep the magician firmly fastened to the building glass. With each step, new items are drawn to the magician, and the foothold is reestablished.
The magician must take care to check beforehand that there are no empty floors in the building, as this can cause trouble. Also, it's a good idea to have a cleanup team take a run through the building afterward and put things in order, particularly since the shoe magnets are strong enough to displace brick-filled filing cabinets.