Never Weaken (1921) by Fred Newmeyer with Harold Lloyd

It was Lloyd's last short film, running to three reels, before he moved permanently into feature-length production. It was also one of his trademark 'thrill' comedies, featuring him dangling from a tall building.
Harold works in an office on a tall building next to his girlfriend Mildred (Mildred Davis). He assumes they will be married, but overhears her talking to a man who says to her, "Of course I will marry you."
Distraught, he decides to commit suicide, blindfolding himself and setting up a gun which will fire when he pulls a string attached to the trigger. But after putting on the blindfold he accidentally knocks over a bulb which pops, and he assumes he has shot himself. At that moment, a girder from the next door construction site swings into his office, lifting him and his chair outside. Pulling off the blindfold, the first thing he sees is a sculpture high on his building which he takes to be an angel, and he assumes he is in Heaven. However a jazz band on an adjacent rooftop garden soon disabuses him of that notion, and he realises he is high above the city.
After several perilous escapades high on the construction site, he finally makes it to the ground, only to realise that the man Mildred was talking to was her clergyman brother, who has agreed to officiate at their wedding.