We introduce the free, open-source MATLAB toolbox bldg. The main function, bsim, simulates a simple building under forcing from the outdoor air temperature, sun, and internal gains. bsim retains the mathematical structure of state-of-the-art building simulators, including time-varying solar forcing, PDE-governed wall temperatures, and nonlinearities arising from thermal radiation and temperature-dependent convection coefficients. Supporting functions are provided to instantiate a default building object, import weather data, and generate internal gains. The bldg toolbox is intended to eliminate the need to model a building or leave the MATLAB environment before testing an estimation or control algorithm. We demonstrate the software through examples of system identification, online state and parameter estimation, and model predictive control. Open research questions that bldg could help explore are noted. The bldg toolbox is free and open source. Readers who are interested in using or modifying it can find bldg online at https://github.com/kevinjkircher/bldg.