I made the core of the building using Pegasus hobbies Gothic building pieces, then added details like buttresses and lamps from the COD terrain pieces.
The collapsed roof was made out of foamcore and sheet styrene, cut and bent into shape, super glued to reinforce. The billboard was a simple mod from a few pieces of sheet plastic and some COD scenery bits. The panel in the billboard was a funny poster I saw somewhere on a 40k forum. I thought it would be great on this piece, so I took the pic and played around with it in photoshop to make it work on the billboard.
The bottom level has detail pieces I made in order to enhance the "goth-tech" look of the building. around the side I made a plastic dumpster of sheet plastic, this and the billboard are my 2 fav pieces on the model.
Inside the building I made spots to fit 2 electronic votive candles. They flicker like fire, but with LED's and completely self contained. When I covered them up with rubble pieces; it created the illusion that the building was on fire.