Not a video, but there's a swimming pool in Singapore that's built on top of a 55-storey hotel. And it's an "infinity" pool -- if you don't know what that means, it's a pool that constantly flows over the edge (and the water gets pumped back in). It doesn't cascade 55 storeys down, but still, quite a sight to see.
http://www.dailytech.com/Singapore+Boasts+Pool+55Stories+High/article18924.htm
http://www.dailytech.com/Singapore+Boasts+Pool+55Stories+High/article18924.htm