With a host of energy-efficient options, homeowners are no longer limited to incandescent light bulbs as they once were. All bulbs, with the exception of LEDs, produce light by the electrical excitation of a filament or an enclosed gas, and that excitation produces heat. Electricity and heat can cause bulbs to explode.
The filament inside a traditional incandescent bulb glows because the filament material resists the flow of electricity, and this resistance also produces heat. If the bulb manufacturer fails to properly insulate the base of the bulb, the heat can melt the socket material, allowing the pressurized inert gases inside the bulb to quickly escape. A halogen bulb, which is a type of incandescent, can explode if you touch the surface prior to using it. The oils from your skin create a temperature differential on the hot glass that weakens it enough to crack it.
Compact Fluorescent Bulbs
CFL bulbs don't generate as much heat as incandescents, but they can still explode. A common cause of the explosion is an electrical overload of the bulb's internal capacitor. This can happen when a CFL that isn't designed to be used with a dimmer is placed in a dimmer circuit. Another cause of CFL explosions is poor manufacturing; if the base of the bulb isn't properly insulated, it can overheat and rupture.