The Murrah Federal Building (MFB) was the main target of the Oklahoma City Bombing in 1995. Previous studies have concluded that the building would have collapsed even if exterior column G20 was statically removed. In this paper, the system-level response of the MFB due to the sudden loss of column G20 is analytically studied. It is demonstrated that the building would have resisted progressive collapse, even if the column was suddenly removed. Two important reasons have led to a different conclusion from those of the previous studies. First, the axial compressive force of the column above the lost column diminishes only a few milliseconds after column removal, thus, it does not continue to push the supporting girder down. Second, two collapse resisting mechanisms were not considered in the previous studies: (a) a beam’s tendency to grow as it cracks and yields under flexure and its effects on the axial–flexural response of the 3rd floor transfer girder, resulting in the enhancement of its gravity load carrying capacity and (b) the redistribution of the gravity loads through new load paths in both longitudinal and transverse directions through Vierendeel frame action. Given that the structure collapsed, the initial damage to the MFB must have been more severe than a sudden loss of column G20.