@ShN33Ky- do you mean an entity exploding or just a movie animation? If you mean a movie animation, the one above posted is pretty cool. If you mean entity/model, this would have to be created in modelling/animation package and textured. 3DS max/Blender has some good tools to generate animations/fracturing/rigid bodies..... maybe try doing a search on google for "modelling or animating an explosion" or similar, there is most likely a tut somewhere on the net.
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