Yes, we've had exploding bottles here in Europe. They were made by "Stako". "Stako" bottles have plastic inner sleeves, not aluminium, like others.
The particular ones had been "lubed" with oil, the oil was ignited by the pressur while the bottles were filled, the plastic melted and bottle went bang.
I don't believe this would happen with a regular bottle, but I wouldn't try.
"Stako" bottles are still sold. They're superlight because of the plastic instead of aluminium

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