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Rapid phase transitions with significant increase in the specific volume can cause explosive phenomena, referred to as “physical explosions”, in contrast to conventional explosions driven by the energy released in chemical reactions (combustion, detonation). For the physical explosions, the internal energy of the substances involved is converted into the mechanical energy of blast waves. This explosion type possesses various features rendering it an interesting scientific problem in the area of multiphase flows, gas dynamics, thermal physics etc. Two physical explosion types are considered in the paper: i) boiling liquid expanding vapor explosions occurring upon the burst of a high-pressure vessel filled with liquefied gas, and ii) steam explosions occurring when a high-temperature melt interacts with volatile liquid (water). Energy transformation paths are illustrated for each explosion type, and physical mechanisms limiting the energy release rate are highlighted. The development of pressure waves in the course of rapid boil-up of liquid is demonstrated by numerical computations. For the expansion of a volume of superheated liquid, a homogeneous equilibrium model of the two-phase flow is applied, in the formulation suitable for full and partially filled vessels. The calculated blast waves featured by multiple wave fronts agree quite well with experimental observations. For steam explosions caused by high-temperature melt interaction with water, the main stages of a steam explosion in various configurations and the mechanisms of the formation of the premixing region necessary for the implementation of the explosive interaction are analyzed. The results of experiments and three-dimensional numerical simulation of the interaction of the melt with water during the impact of a water jet on the surface of the melt and the penetration of the melt jet into water are presented. A single droplet steam explosion occurring under the action of an initiating pressure pulse is demonstrated, including the collapse of a vapor film, direct contact of water with the melt, oscillations of the vapor bubble, and fragmentation of melt. The analogy of steam explosion waves with detonation waves in chemically reacting systems is discussed.