Blast! Lost the key to the building! (6)
I believe the answer is:
stable
'the building' is the definition.
(stable is a kind of building)
'blast lost the key' is the wordplay.
'lost' indicates anagramming the letters.
'the key' becomes 'e' (I've seen this in other clues).
'blast' with letters rearranged gives 'stabl'.
'stabl'+'e'='STABLE'
'to' acts as a link.
(Other definitions for stable that I've seen before include "String may be kept in this" , "Firmly balanced or fixed" , "Equine housing" , "Firmly-fixed; building" , "Products all from same place" .)