Yes, it is possible, but only if you're willing to disregard the consequences of your actions. Mostly, that sort of activity violates laws. Disturbing the peace, trespassing, breaking and entering. It's also hugely impractical, as the danger of a fall isn't marginalized like it is in the game (obviously).
The other thing about it is that the game's city is constructed to allow smooth gameplay. Real cities and real parkour situations aren't. There isn't necessarily a solution to continue moving in all cases.