The terahertz spectrum of the explosive RDX has been measured using a conventional Fourier transform infrared spectroscopy and by terahertz pulse spectroscopy in transmission and reflection modes. Seven absorption features in the spectral range 5-120 cm-1 have been observed and identified as the fingerprints of RDX explosive. Furthermore, a sample consisting of RDX-based explosive, mounted side by side with lactose and sucrose pellets, has been imaged using a terahertz pulse imaging system. The recorded terahertz images and their spectral data have a spectral resolution of 1 cm-1 and cover a spectral range of 5-80 cm-1. This broad spectral coverage enables the spatial distribution of individual chemical substances of the sample to be mapped out. We also discuss the application of Principal Component Analysis and Component Spatial Pattern Analysis to the automatic identification of materials, such as explosives, from terahertz imaging.