At the start of the movie: a view just above a narrow street at night, with fire escapes hanging from the sides of the surrounding buildings.
A boulevard with walls and overpasses.
This view of the stairwell inside the Bank of California building is reminiscent of a tight maze.
As indicted by some of the scenery in Thief, such as that shown in the three screencaps above, the film has a kind of 'claustrophobic' feeling to it; the city is being depicted as a labyrinthine 'machine'. Within this context, Frank represents a 'rat in a machine'.