Here is the scene in question:
Thor calls the lightning down to the Chrysler Building in New York that has a metal lightning rod. As rightly pointed out in the comments this would actually direct the energy towards Earth (as these lightning rods are designed to do) and would therefore not have the amplification effect as shown in the movie.
However, the shot looks cool so the rule of cool applies, therefore if they're showing it as being used as amplification, physics be damned! Incidentally, the Avengers Wikia pages also agree that this shot is showing Thor using the Chrysler building to amplify his powers.
My opinion on what is probably happening here is Thor is steadying himself at a much higher elevation so that he has a better view of the portal. Since Thor has control over lightning the fact that the lightning rod would usually send energy towards the ground is overridden and controlled by Thor's innate control over lightning.