You know, David Copperfield made the Statue of Liberty disappear. It's all one big contest to see who can do the most outrageous thing. I'd hazard to say that walking up the side of the Luxor is fairly similar to making your way up a steep mountain incline. Which people do all the time, but the only thing that makes our dear Mr. Angel so amazing is that you just can't see his gear.
Magic is all just a very elaborate illusion, and the more confusing and impossible it seems, then all the better. Still. The man gives me a headache.