In recent years, the explosive devices have become the weapon of choice for the majority of terrorist attacks. Such factors as the accessibility of information on the construction of bomb devices, relative ease of manufacturing, mobility and portability, coupled with significant property damage and injuries, are responsible for significant increase in bomb attacks all over the world. In most of cases, structural damage and the glass hazard have been major contributors to death and injury for the targeted buildings. Following the events of September 11, 2001, the so-called “icon buildings” are perceived to be attractive targets for possible terrorist attacks. Research into methods for protecting buildings against such bomb attacks is required. Several analysis methods available to predict the loads from a high explosive blast on buildings are examined. Analytical and numerical techniques are presented and the results obtained by different methods are compared. A number of examples are given.