Whats that one building you can't access from either side of the highway but is in between the roads with a blocked off exit? It's the building that you pass after the "Welcome To DIA" lights but before the blue demon horse.. Anyone know?

That's the administration building for what used to be a toll plaza. In the wake of 9/11, about 5 years after the airport opened, they completely redid the parking strategy to charge you as you exited the lot, rather than a massive toll plaza. They also did away with the hour of free parking for people picking up a passenger. All that remains of the 30 lane toll plaza is that building.

I'm confident that Matt's right: it's the remains of the old toll booth complex which I vaguely remember. However, it's much more interesting to think of it as a facade for part of the top-secret underground shadow government facility rumored to be buried under DIA. And there is that strange stairway leading underground just on the north side of the westbound lanes directly in line with the "abandoned" building in question. ;-)

It's one of the Toys 'R' Us locations