Originally posted by Moonshine Fox:

If you are quick enough you have a few moments after you remove a piece to put something else in its place before the above structure collapses. This works better with wood as stone tends to crumble immediately. Otherwise, do as other people sad and build a support structure to hold things in place temporarily.

IMHO, it even works better the less powerful your computer is (= longer time to get to the point where the game checks structural integrity) and having big or complex builds with many pieces also helps as the game also needs more time to check for structural integrity (at least on my potato PC).

CKTMC

Edith says: This does not apply to stone structures, only to wooden structures.