Before CGI effects there was no way of achieving these effects, except by using stunt performers who really would jump from car to car or hang from the edge of a skyscraper. Some actors such as Buster Keaton did their own stunts. In the late 20th century, though, stunt men were placed in dangerous situations less and less as filmmakers turned to relatively inexpensive (and safer) CG effects using harnesses, fans, green screenss, and a huge array of other devices and digital effects.
One famous exception to the rule of diminishing stuntwork has been Jackie Chan, although he has recently has admitted to using digitized effects in his movies.
See also stunt performer.