Transformers often blow up -- if your computer power supply ever goes out with a bang, that's a transformer (more exactly, a capacitor that's smoothing the output of the transformer) failing. And the explosions in cities that sound like a bomb going off, they're transformers too.
They sound like a bomb because they're abruptly releasing an enormous amount of electrical energy. They're why you should never ever fool around inside a tv chassis or other similar electric/onic gubbins unless it's been unplugged for a week (or, to really be safe, a month). The capacitors can still, even days later, have a charge that can kill you stone dead if you accidentally ground them out through your body.
The take-home is that the ones associated with nuke power have nothing to do with the nuclear part of the plant. They're filtering and massaging the electricity before sending it on its way.