There was a tutorial ages ago in 3D World magazine about making a bridge collapse. The dynamics involved ate my PC resources, but then it was only a P4 2000 at the time. I'm not sure whether I still have it, nor am I sure about the legalities of distributing it.
I will have a look for it (or at least the magazine issue), however, I suspect you would be best placed to search for tutorials on Soft/Rigid bodies. I've played with them a bit messing around with a Ten-Pin bowling scene. With yours you will need to create the active passive items, add gravity, then add a turbulence effects which would disrupt the items (bricks and what not) allowing for the building to collapse.