I'm referring to the intro of Season 3.
Did they actually collapse an old building for the sake of the series? Or did they film the collapse of a different building that was going to be destroyed anyway?
It's CGI. Quality/grain of the linked video make it look more real but I remember watching this and thinking "this is some serious Dr WHO graphic". The building is too uniform, clean and repeatable to be real. Real buldings have some blemishes, stains or something "odd" in them that is a sign of life in and around it.