This is a cool video but I am guessing it was done with effects in post production. Quite entertaining.
Actually it is technically possible to set something like this up and it has already been done before (search on YouTube for 'building tetris') but it is a major pain to install and requires near complete access to the building (unless the building was designed with completely centralized lighting control).
Unless this type of thing was already setup for some other event the Bank was running then from a logistical standpoint it does not seem reasonable for this to have come together for such a simple thing like a one-off wedding proposal.
