The sentence that has the comparison in the correct form is, "Our city has the most beautiful skyscrapers in the world."
When you compare three or more things, in this case the skyscrapers in the city to all the other skyscrapers in the world, you need to use the superlative form. With shorter words, one to two syllables, you simply need to add -est to the end of the verb. For example, "I am the shortest person in my family." However, when your word is three or more syllables you need to use most plus the infinitive form of the verb, which is why the last sentence has the correct comparison.
