Apparently it's only possible to land on buildings which have red lights on the top of them. I tried landing on the Sears Tower in Chicago, but went straight down the lift shaft....
Using Derek Leung's FS Scenery Creator, I wonder if it's possible to create a landing surface on a building top. Seems to me that it would be. One would need to create a flat area at the appropriate coordinates and elevation on which to place a helipad. I'm just brainstorming here...............