Steel frame construction with unreinforced masonry infill walls is a common system found in high-rise structures built in the late nineteenth and early twentieth centuries. Recorded performance of this dual system during seismic events shows that the structures are able to resist a high level of lateral loads without collapse, primarily because a majority of damage is confined to the infill walls instead of the gravity carrying frame. To better understand expected performance of this structural system in different seismic risk regions, a prototypical building was analyzed using modal and nonlinear static procedures based on currently accepted evaluation guidelines. Nonlinear results from the computer model were compared with calculated target displacements for seventeen cities likely to have steel frame construction with unreinforced masonry infill in order to determine expected damage levels at varying levels of seismic risk. It was concluded that the structural system studied could experience damage in all seismic risk regions, including post-yield damage of the structure, although in low risk regions that damage is confined entirely to the infill walls. Practicing structural engineers should be aware that in all seismic risk zones existing steel frame buildings with unreinforced masonry infill, while able to resist a high magnitude of displacement without complete structural failure, will require additional lateral support under currently accepted rehabilitation guidelines.