Commercial mechanical systems that use high pressure steam, such as would be found in a building like the FBI HQ, have several safeguards to prevent a boiler explosion. One of the last in that line of defense is a spring loaded valve that allows a pressure build up to be vented to the outside. Typically that location would be somewhere on the roof of the building. Here's what one of those valves looks like:

When you listen to the reports coming from the top of the FBI building you will note they come at pretty regular intervals. That indicates the system is discharging steam on a regular basis as the pressure builds up to the safety limit. If you look at the direction of the steam being discharged on the roof every single blast is in the exact same direction. Also, in the video that was posted the guy making the video also described hearing a "wooshing" sound. That's another classic sign of a steam safety relief valve in operation.

I'm an avid shooter and gun owner and the only firearms that would make that amount of "smoke" would be a black powder rifle. Are we to believe someone was up there with a muzzle loader?

SC