Every great, legendary Sword & Sorcery, Dungeons & Dragons, Wizards and Warriors mythos has second story men, and wall-scaling thieves. It goes with the territory.
Conan (greatest fantasy thief of all time, I might add)? Absolutely... Robert E Howard always had Conan scaling sheer walls to relieve the rich of their wealth.
The Grey Mouse? yes.
Garrett? yup.
Cat-burglary is a necessty when it comes to thieves. C'mon, aren't any of you old enough to remember the good old days of actual "Thieves" in Dungeons and Dragons? Before the creation of the *gag* "Rogue" class? Climbing Walls was a fantastic skill. Sneaking off into the night to scale castle walls, while the guards watch the gates was practically a rite of passage in any decent game.
I find it ridiculous that my super-agile, night-stalking, shadow-walking thief walks up to a fort made of big, rough-hewn blocks of stone... and has to sneak in the front gate.
Morrowind: I LOVED the spell I found off the wizard that fell from the sky!!!! First time I used it rocked... leaping through the sky, watching the countryside zoom by below me... and then i realized why he died.