For some reason or another when I import objects from blender into unity they are see through as though the component of that object doesn’t exist. I made a skyscraper with multiple cubes and one plane. For the main walls I just took a cube and scaled it down inside of another cube within only a few inches. Then, I just deleted vertices to make square openings for my windows. Then I just scaled down more cubes to fill in the gaps. I also took multiple cubes and scaled them down to make the stairs. I used a single plane for the second floor. My logic for this setup is that if I used multiple objects I could apply textures and lighting individually making for a more detailed appearance. When I move my camera inside of my skyscraper the walls and floor disappear. However when my camera is outside the building everything looks normal. When I import either .blend or .fbx I still have this issuse.
I don’t think it’s a good idea to go about doing it like that. Do it like GTA does it, put a portal near the entrance of a skyscraper you’ve built, the outside external model. then have the player teleport into the inside, which would be a separate model with the walls and stuff built with flattened cubes.
Why would it matter? As complex as these tools are it wouldn’t make sense for the normals not to render because of the proximity to each other.
All models do that, whether they come from Blender, 3DStudio, Maya, or even if you generate them procedurally inside Unity. Polygons are usually only visible from the direction towards which their normals are pointing. I personally think it’s a good thing. I recently made a city in Unity and the disappearing walls were a real advantage when moving the camera around the city. Buildings wouldn’t block your view.
You could, of course, use a two sided shader on your buildings but I agree with m0rr0ws0n. It seems like real overkill to model your buildings complete with interiors. It’s much easier and much more flexible if you simply move your player into a separate mesh for the interiors. That way you can separate your city from your interiors and changes to one don’t impact on the other. However, if you want to do it your way, look at two sided shaders but your camera would have to avoid getting stuck on the wrong side of a wall to your player otherwise you’d only see wall. 
Call it OCD, I like to put as much detail into my objects even if I’m the only one that gets to look at them. I thought I could use a full wall rather then just an individual plane. Thanks for the insight guys. I’ll definitely look at 2 sided shaders.