I'm interested in seeing a documentary on the building of skyscrapers. Something newer that documents the building of a single skyscraper (vs. one about skyscrapers in general) would be preferred. Anyone have recommendations?

An argument could be made for Man On Wire, but it isn't exactly what you're looking for. Highly recommended nonetheless.

PBS had a series called Building Big with one part titled Skyscraper in 2000. I think the entire series is available on DVD, but likely costs a bit ....

scratch that, reverse it (sort of) you can get the skyscraper episode for 18 bucks at amazon:
http://www.amazon.com/Building-Big-S.../dp/B0002XVSF6

Well if you want something completely idiosyncratic yet undeniably fascinating, try Criterion's release of Teshigahara's "Antonio Gaudi."

I haven't seen it so I can't vouch for the quality, but I'd hunt down the Man Made Marvels episode on the Taipei 101. That's just a cool ass building (and has a 730 ton ball in it to balance it in case of earthquakes).