I did a quick Google search on seismographs and the Oklahoma City bombing. I was mistaken on the distance between the building and the seismograph - 2 instruments recorded the incident that were 7 and 26 kilometers away. Here's a link to an American Geophysical Union article on the topic. There are a lot of conspiracy links, but I ignored them.

As for the 9/11 attacks, a seismograph located at Palisades, NY not only recorded the collapses, they recorded the planes hitting the building! The instrument was 34 kilometers from the buildings.

Here's an article titled Seismic Observations during September 11, 2001, Terrorist Attack that has a good overview. The authors state they couldn't pick out a clear signal for the Pentagon attack but they did find one for Flight 93.

As to speculation that a 2002 blast was an air burst, so was the Tunguska event. According to some websites of unverified accuracy, that event was detected by seismographs over 800 kilometers away.

Scarcely, large meteorites collide with Earth's surface and generate so called impact earthquakes. In this context, a spectacular case is the famous Tunguska meteorite which exploded on June 30, 1908 at an altitude of probably less than 10 km above a remote region of Siberia. The Uppsala seismograph (in operation since 1904) did not record the event in spite of reports from seismographic stations in Russia and in Europe as far away as 5000 km.

Here's a link to a 1992 "mini-Tunguska event" in Australia that was detected by more than 20 seismographs. It was much smaller than a blast big enough to destroy 40 square miles.

Color me skeptical that such an impact could go undetected and unreported today.