Not exactly your movie-style 3-prong grappling hook, but Fire and Rescue personnel often have hook based systems for use as personal escape devices:
One such product is the Petzl EXO which consists of a hook, rope, and rappel device.
Rather than being thrown and hoping to catch an edge to ascend a building, they are attached to a building (wrapped around something big, jammed tight against a windowsill, etc.) and used to descend out of a building.
Additionally, climbers do actually use something called a grappling hook, but similar to the rescue products, they are not thrown, but are rather carefully placed by hand. Once stuck into a hole/crack/flake on the rock, they can be used to pull the body higher up the wall.