The main practical impediment to detecting concealed explosive material is that some of the explosive substance needs to pass through the GC-MS to be detected. So an explosive with extremely low vapor pressure (e.g. pure PETN) will not be readily detected this way. Plastic explosives made from PETN are more readily detectable, because the plasticizers are more volatile than PETN itself. GC-MS also won't work if the explosive is hermetically sealed so that none of it can reach the detector.

There are also methods based on e.g. terahertz spectroscopy, but AFAIK GC-MS is the most specific and common method of identifying explosive materials.