Does the building Tyler and Marla are in collapse at the end? Because I hear Tyler saying to the rest of the guys "I'll meet you downstairs"
(I would definitely checkout the helpful comment discussion that TylerShads commented with.) The answer is no the building they stand in and watch the destruction from isn't meant to be blown up and doesn't blow up. It does shake from the shock wave of the other buildings collapsing. The building they were standing in was chosen to view the perfect destruction of the other buildings. That's why the Project Mayhem members are up there with beers to celebrate and watch. Tyler Durden (Brad Pitt) did not actively try to kill anyone. In fact Project Mayhem went out of the way to insure that no one would be killed in those buildings. If Tyler Durden (Brad or Edward) didn't have any sense of self preservation then there wouldn't have been any fight for control. Tyler Durden (Brad Pitt) Honestly wanted to live and didn't kill himself ( Edward Norton) because of the chance that he might not live through it, among other reasons. Post Script: If I can find the image of the map of financial institutions that needed to be blown up I believe it would prove my answer. It's just really hard to find that screen shot.