Nice link by Eggy - BTW Eggy I like the new avatar!
Literally 3 - 4 minutes using only 3 layers took me from this -
To this -
With a bit more time I would have masked the tower itself and changed the sky and lightened up the river.
I realise it is not quite the same - but you should be able to get close.
All I did was:-
Duplicate the layer with the image on it twice ending up with 3 copies of the origional.
The bottom image layer is left as is.
The next one up is loaded into the Camera Raw filter - in there I played with the settings like exposure, vibrance, shadows etc to get a ver dark, almost HDR copy of the origional layer. The blend mode for this layer was set to lighten.
The top image layer if launched the Black and White converter under the Image/adjustments menu. Played with the settings (mainly the sliders for the Blues, Cyans and Reds. The blend mode for this layer was set to Multiply.
The trick is to get used to the different tool - and the best way to do that is to tinker.
Have a play yourself - and show us how you get on!
FWIW, if I'm not mistaken, I have seen a discussion of this exact photo, and in the comments, the photographer / photoshopper replied to a question about technique by saying that he didn't actually use any Instagram effects to achieve this look, but rather, he used conventional Photoshop techniques (for example, he specifically mentioned making a mask for the sky ...).
Unfortunately, I can no longer find that discussion. I TinEye'ed it, and tried some other image searches, but nothing showed up.
Bottom line: The guys giving you Photoshop based techniques are right on the mark.