It was one of the biggest building of all time.

of all time 这个介词短语在此句中做后置定语,限定 the biggest building（s ）,整个句子译成：这是有史以来最高的建筑之一；all time 做状语时不需加of,试比较：
1、White Christmas became one of the best -selling songs all time .
《白色的圣诞节》成为长久以来销量最好的歌曲之一.
2、Did you know that perhaps the most famous boxer of all time first came to public attention during the 1960 Rome Olympics ?
大家知道在1960年罗马奥运会上首次引起公众瞩目的,可能是有史以来最为著名的一位拳击运动员吗?