Yeah, the final level takes place on the North Tower of the Twin Towers, so they edited a bit. Originally, Electro yells, "TOP OF THE WORLD!!!" before racing off to the tower, and Thor appears after the final boss fight (which is why he gets credits for beating Electro).
I really don't know why they changed THAT stuff though. They could just as easily made it some fictional building.
Everybody go here: http://www.youthink.com/quiz.cfm?action=go_detail&sub_action=take&obj_id=7772