Well, there's always Sky City 1000. Is one kilometer tall enough?
Extreme Engineering episode (which is kind of crap, but anyway):
1 http://www.youtube.com/watch?v=1EYyA2MGWWA
2 http://www.youtube.com/watch?v=9xkNht3D0DA
3 http://www.youtube.com/watch?v=9g40eCIVl9o
4 http://www.youtube.com/watch?v=k9viOJAij7o
5 http://www.youtube.com/watch?v=pAQAQehTCOg
The main problem with things like this is that nobody really needs that tall buildings, so just looking at the costs is enough to stop such a project.
Unless you happen to have a couple of billions of oil-related income lying around that you're eager to piss away on impressing the neighbours.