Publication that may include explosive material (8)
I believe the answer is:
magazine
This clue is a double definition.
'publication' is the first definition.
(I know that magazine is a type of periodical publication)
'may include explosive material' is the second definition.
(gun cartridge container)
'that' is the link.
(Other definitions for magazine that I've seen before include "powder room" , "paper?" , "Ammunition store; publication" , "Periodic paperback publication" , "Section of a firearm" .)