http://www.youtube.com/watch?v=ovNwmhpbdlg&feature=related

a crane and some theatrical flying wire,
you can clearly see he is attached by a harness above his legs because of the way his balance shifts as the crane takes the strain.
Funny how these things are always filmed in cities where there are tall buildings where there is likely to be tower cranes available.
Also the scenes were cut together, cleverly edited so that you didn't see a shadow of the crane. Funny how he didn't "fly" under those power lines.