Not careers exploding (in the positive like Hilary Swank in Boys Don't Cry, or in the negative like Kevin Costner in Waterworld), but people actually exploding in a movie.

Time Bandits
(slapstick, black humor)
Evil Genius destroys his minions by effortlessly spouting finger-aimed bolts of pure evil force. Strangely, the minions not only want this to happen, they beg for it (which is hilarious commentary on the nature of evil). Also, Kevin's parents explode after touching a chunk of pure evil. The explosions are cartoonish, of the dry, fiery and smokey variety, with few gobbets of flesh and no blood.

Scanners
(and sequels)
(demonstration of scary evil force)
People run around demonstrating the telekinetic ability to heat up someone else's brain to the point of explosion. They do this by aiming their fingers at the subject and shaking a lot while making a kind of poo-face. The arm-veins also puff up. As Time Bandits and Scanners demonstrate, the coolest people-exploding powers are delivered through the fingers. Which seems about right to me. Very meaty and bloody explosions of maximum gore. Ouch!

Monty Python's The Meaning of Life
(the wage of sin, comedy)
A gigantic whale of a guy waddles into a French restaurant and proceeds to eat himself up to the point being 'absolutely stuffed'. The waiter offers a 'wafer-thin mint' which the glutton cannot refuse. This acts as some sort of catalyst and makes the fat guy expand like a bird who ate an alka-seltzer. The glutton explodes (which, strangely, does not kill him (he is reduced to a head, arms, gigantic rib cage, and beating heart)), covering the restaurant patrons with partially digested food and bodily organs (causing mass regurgitation).

Never Say Never Again
(just desserts)
James Bond has a pen that is really a rocket launcher. No one ever expects that. A hot female spy is about to kill him by shooting him in the balls, so Bond pulls out the innocent-looking pen and shoots it at her. She doesn't immediately explode, though; that would not be dramatic enough. She looks down at the embedded pen-rocket, laughs, and resumes the whole wicked-laughing-gun-aiming bit. James dives away and she explodes. If this movie were deep, this would be a sexual subtext. But it's not! She was hot but evil! Now she's gone. Bond resumes spy-life by having sex with Cool World cartoon character Kim Basinger and harassing Mr. Bean.

True Lies
(just desserts)
Arnold has a jet that can shoot rockets. Everyone expects that. An ugly male terrorist tried to blow everyone up, so Arnie somehow hooks him by the pants on the rocket. Which is awesome. See, the jet is a jet that can hover (a Harrier)! Arnold aims the jet and rocket at a hole in a building, and shoots the rocket, hurtling the terrorist through the building-hole and hitting an enemy helicopter and causing explosive death. Arnold flies away and resumes spy-life by having sex with rumored hermaphrodite Jamie Lee Curtis and harassing Bill Paxton.

per BrooksMarlin:
The Running Man
(disincentive)
In the work camp when the prisoners try to escape, their heads explode when crossing a certain point. Kinda like those dog shock collars. Mmmm...big and bloody.

pointed out by tWD:
Raising Arizona
(just desserts)
Randall "Tex" Cobb plays Leonard Smalls, who explodes from his own grenade, after a beaten and bloody Nick Cage, or H.I. pulls the pin.

mirv suggested:
This Is Spinal Tap
(tragicomedy)
In a flashback, one of a series of doomed Spinal Tap drummers explodes on stage during a gig. Also, the drummer featured throughout the film explodes at the end.

sent by avalyn:
Battle Royale
(survivalism in the face of authority, comedy)
All of the participants in the titular Battle Royale are fitted with neck collars which explode if removed or if radioed to do so by the authorities. Two characters die this way: Kuninobu, when Kitano demonstrates the collars by radio at the start, and Kiriyama, who is shot in the neck by Kawada, causing the collar to explode.

... more as they come to me...