You may have seen this.
Thermite is not an explosive, but it can do a very good impression of one if there's water in the area. Or ice.
I mean, forget water. Thermite will explosively boil zinc.
The bit at the end of that video is quite a bad idea if you're not wearing eye protection. And I'd keep my mouth shut, too. Violently heating any stone-like material can result in steam pockets inside it firing chips of hot rock at you at considerable speed.
While we're on a roll, I feel the need for a traditional pyro video, with shaky camerawork and autofocus hunting all over the place while a small thing glows in the middle of the frame.
That's pretty good. But it doesn't have a bunch of whooping drunks.
Ah, there you go.
There's a whole class of thermite reactions. The iron oxide and aluminium one is just cheap and powerful.
Here, for instance, is copper oxide and zinc:
The pros ignite their thermite with super-sparklers made for the purpose, which are easier to light than magnesium ribbon, fatter and hotter than standard sparklers, and very hard to extinguish.
These last two videos are from more Germans, this time netexperimente.de, whose YouTube profile page is here. There's a decent collection of other whooshes, oozes and bangs there, including a simple demonstration of the classic dust explosion (it's noisier if you jam the lid on harder...) that Adam and Jamie failed to perform back in '04. There are plenty of other classics, too, including a nice version of sugar and sulfuric acid - in which, essentially, the concentrated acid is so thirsty for water that it pulls it right out of the sucrose molecules, leaving a frothy mass of black carbon.
And here's someone melting through a rock with a thermal lance...
...and then burning some pennies. As you do.
Modern US one cent coins are copper plated zinc, and zinc burns quite well if you get it hot enough.
If you inhale much of the zinc oxide smoke, though, you'll get ill. "Metal fume fever" has influenza-like symptoms, and zinc fumes are the most common cause (welders, who get it when they breathe the smoke while welding galvanised steel, call it "zinc flu"). It probably won't kill you, but it might.