I've seen that walkway from the train window between Malaga and Toledo in Spain ... the area is called El Chorro ... here is the Wikipedia description. It appears that either the footage is old, or was taken without permission ... but it was a real path, used to get between two sets of waterfalls used for power on either side of a deep gorge:
El Chorro is a limestone gorge in Andalusia in southern Spain, through which passes the Guadalhorce river. It was dammed in 1921, forming three reservoirs which are flanked by pine forests.
It sits next to the 700m high Desfiladero de los Gaitanes pass, and is famous for the very dangerous path called Caminito del Rey (King's little path). The path took its name because it was officially opened by Alfonso XIII of Spain. However official access to the path was removed in 2000 after a tourist died trying to cross it.
... and further
In 1901 it was obvious that the workers of the Chorro Falls and Gaitanejo Falls needed a walkway to cross between the falls, to provide transport of materials, vigilance and maintenance of the channel. Construction of the walkway took four years; it was finished in 1905.
In 1921 the king Alfonso XIII crossed the walkway for the inauguration of the dam Conde del Guadalhorce and it became known by its present name.
In some places the walkway has collapsed. The walkway has now gone many years without maintenance, and is in a highly deteriorated and dangerous state. It is one meter (3 ft) in width, and is over 700 feet (200 m) above the river. Nearly all of the path has no handrail. Some parts of the concrete walkway have completely collapsed and all that is remaining is the steel beam originally in place to hold it up and the wire that follows most the path. One can latch onto the wire to keep from falling. Many people have lost their lives on the walkway in recent years. After four people died in two accidents in 1999 and 2000, the local government closed the entrances; however, adventurous tourists still find their way into the walkway.
... and no, the US is about the only place in the world where you aren't allowed to take chances on public lands ... no waivers were ever required ...
Keep Safe
John