I hope a labor historian comes along to fill in details about injury rates and so on, but in the meantime, you might be interested in my response to the question I found a short film of people in the 1930s constructing a skyscraper. Nobody is wearing a safety harness of any kind. Were tall buildings actually built this way?
I provide some more information in my response to the related questions How did the iconic picture “Lunchbreak atop a Skyscraper” even happen? and We hear that Mohawk ironworkers “built” New York City’s towering skyline because they are naturally unafraid of heights. What is the origin of this reputation, and is it at all based in reality?