Where do you live, a.l.e.x59? It's unusual that you mention the lack of the number 4 in a building, because normally you only see that in Asian countries, specifically ones where Chinese is spoken.
Anyhow, I've lived in several countries and this is what I can tell you:
[ Taiwan ]
Hospitals will never have 4, 10, 14 (or anything with a 4) or 13 marked as floors. The reason is because 4 & 10 sound very much like the word "death" in the Beijing Dialect, which is the official language of China and Taiwan. As for the number 13, well, it's just associated with bad luck. No hospital would like to have floors associated with bad luck or death!
[ South America in general ]
Floors don't start with a 1. They start with PB, which means "Planta Baja" or "Ground Floor". Actually, this is the same in the UK and Hong Kong (being that they were a British colony). Some buildings have MZ for mezzanine but this depends on the building - whether it has a mezzanine or not.
[ Hong Kong ]
Some buildings use 0 for the first, or ground, floor.
The building where I work you have to punch in the floor number to call the elevator - there is no Up/Down button. Therefore, the ground floor is 1, and the basement is -1.
Can't think of any more cases at the moment...
It's all about superstition. Some people/cultures believe in it, but personally, I think that it's bad luck to be superstitious...