@helene: Parkour is very easy to learn and understand and the easiest way to get involved would be (A) search facebook or google for local Parkour communities or even better, (B) approach these people you see training and talk with them about it. Trust me, all traceurs (practitioners of Parkour) will always be happy to spread a positive image of Parkour and get new people involved. When you say it looks like they make it up as they go, that is exactly what they are doing. Parkour is not about planning and structure. It is the opposite. It is all about going outside the norm. It's about thinking outside the box and making adjustments and adaptions to better your goal.
@Watson: The one fatal flaw in your comment is that you included "in my experience". To truly understand Parkour, one must research or become a traceur and become involved with Parkour rather than just becoming another heckler passing by. While Parkour has been always compared to skateboarding, it is vastly different in its underlying philosophies.
Skating has always been about being the best. It is an openly competitive sport and has always been that way. It is about who can get the most air, the best trick and the fastest ride. It is about getting better for other people. Parkour is about bettering yourself. It is about being better to prove to yourself that you can jump further than you did last week, or vault that bar that you always doubted yourself on. Parkour is one of the most philosophical disciplines in the world. It has taught people self respect, given people skills and fitness, and it's pretty cool to watch.
P.S. We very rarely actually climb buildings.