Let's be honest: this was a case of "cool photo first, gag second." That's why the joke's not very funny. And in fact, if we had been thinking ahead, the guys would have been lined up differently, so their captions were more in line with their personalities.
The Ghostbusters are, of course, from Art Asylum's Ghostbusters Minimates line. The Stay-Puft is DST's bank (and yes, he's really standing there - he's not digitally composited into the shot). All the buildings in the front come from the awesome Lego Creator line: their headquarters is the Fire Brigade, the blue building next to it is Market Street and the green one just peeking in at the edge is the Green Grocer.
The background is really the New York City skyline. You'd be surprised how difficult it is find a picture of New York taken up: there are tons from the sky, but almost none from ground level. Google Maps to the rescue! In fact, the "real" headquarters is the 8th Hook & Ladder Company, at 10 North Moore St. - and to get the background for this Figuretoon, we used the buildings that are right across the street from them! Seriously, try it on that map: just pan to the right.