Ain't No Mountain High Enough
Just because you're on top of sky scraper doesn't mean you should leave your fly swatter at home, especially if it's a warm day.
Most insects can fly as long as they are in air that's about 50 degrees Fahrenheit, or warmer. So, if air temperature at ground level is about 70 degrees, insects have about 3,600 feet before they hit the ceiling, so to speak, and it's too cold.
On 90 degree days, that border is at about 6,000 feet.
Ain't No Valley Low Enough
In fact, insects will seek out their ideal temperature for flying. If they reach a height where it's too cold for them to fly, they simply fold their wings in and drop until they reach a more comfortable cruising altitude.
And here's another interesting tidbit: Insects that migrate long distances hitch rides on the fast winds that move in front of storm fronts and then glide along, which ends up being more energy efficient than flapping their wings. And air moves fastest at about two and half times the height of the largest obstruction around. So if we're on a thousand-foot skyscraper, the fastest air is moving about us at about 2,500 feet.
They're above us and below us, and there's no escaping them!
"High Flies" (New York Times) http://www.nytimes.com/learning/students/scienceqa/archive/20010807.html. Accessed May 11, 2003.