That's the IDS Building, the big glass one. Tallest skyscraper in the Midwest after the Sears in Chicago, or John Hancock building, whatever.
11 seconds sound clip from the Fargo movie soundboard.
You can hear this line at 00:14:51 in the Blu-ray version of the movie.
Quote context
[...]
- See, this deal I needed him for, I may not need it anymore. Something's happening, see.
- Nope.
- Okay. Well... Real good, then.
- Hey, look at that. Twin Cities.
- You ever been to Minneapolis?
- No.
- Would it kill you to say something?
- I did.
- 'No.' That's the first thing you've said in the last four hours.
[...]