The show requires us to suspend disbelief to the point where Roy Mustang can alter densities of gases or induce some chemical reactions, but not necessarily change elements themselves. It argues the energy required to generate 'real' transmutations is much higher, so you need something like the philosophers stone.
Now, the animes claim he generates explosions by altering oxygen density profiles in the air and triggering a reaction by creating a spark. See under 'Abilities' here: http://fullmetal-alchemist-database.wikia.com/wiki/Roy_Mustang
However, while oxygen assists combustion, it is not flammable by itself. Hence, the flame needs to travel along a path of oxygen and combustible material from Mustang to his target. The show offers no explanation for where this combustible material comes from.
Perhaps flammable gases or water vapor (that could be converted to hydrogen) in air could be utilized to create explosions. However, these gases are present at levels lower than 1% in the atmosphere, and concentrating them sufficiently to create an explosive needs volumes several orders of magnitude larger than what Mustang has access to in the show. (intuitively, the atmospheric water vapor in the volume contained by a large living room will not fill a glass of water).
Given what I have argued so far, and without having to suspend disbelief further, how does Mustang's flame alchemy even work? It feels like the authors of the show are (erroneously) assuming oxygen is combustible.