But unfortunately some nanny states don't really like the "fire" in fireworks, and have banned you from blowing something to kingdom-come.
But never fear, I am here to help you blow stuff up without any flame. I know you are scoffing in disbelief, and you are sure this is going to end up being a Rodeo Sex joke, but I assure you, this is real. It's called a "dry ice bomb".
The dry ice bomb is simple to make and explodes with the power of an M80. All you need is dry ice (available at many ice cream stores, like Baskin and Robbins), water (available at your tap), and a 2-liter soda bottle.
Break up 15-20 piece of dry ice and get them in the bottle. put in enoug water to cover the dry ice. Then throw (or run). The dry ice vaporizes rapidly, creating so much pressure the bottle explodes.
So ultra-nanny states have also banned dry ice bombs, so you will need to check your local laws. Also, with anything that explodes there is great risk of personal injury from the explosion or the shrapnel.
Here are a couple pages on making these devices:
I have successfully modified these to be rocket motors in the past, and for charging spud guns when I didn't have an air compressor handy.