I remember watching a movie about Harold Lloyd back in the early 60s. It played at the one theater town I grew up in.
It basically was a documentary but surprisingly good. One thing which I still find hard to believe is he actually did all those stunts. It was really him hanging from ledges etc.
It was him, but there was some clever camera trickery involved. He filmed in places in Los Angeles where the buildings he climbed were next to a hill so that he looked like he was higher than he was. Also, they would build a false story on top of a building so that from the camera's point of view, he looked like he was close to falling to his death. Out of camera range, he was really not in much danger, and would have fallen only about 15 feet. Still, it was clever and did require skill.