Is it the true fact that mr. david copperfield once make an empire state building disappeared?

I don't know about the empire state building, but he made the Statue of liberty disappear.

You have to realise that he's an illusionist. Which means he made the illusion of it disappearing. It never actually disappeared form existence.

Smoke and mirrors and all that :)

Yes, unfournately smoke and mirrors are obselete, camera tricks are in right now...