In an urban setting, a skyway is an enclosed bridge between two buildings. This protects pedestrians from precipitation and cold. These skyways are usually owned by businesses, and are therefore not public spaces (compare with sidewalk). Skyways usually connect on the second or third floor, though they are sometimes much higher, like in the Petronas Towers (though this skyway is often referred to as a sky bridge).
Some cities have the equivalent of a skyway underground; see underground city.
List of cities with notable skyway systems
A map of the Minneapolis skyway system