Exposure to moisture or cold can cause a light bulb to explode. Failure of a light bulb may also be the result of tight screwing or too much electrical flow.
When an incandescent light bulb is turned on, the gases inside it heat up around the element. As the bulb lights, there may be a negative reaction between the cold gas and the hot element.
A halogen bulb has an outer and inner layer. If the outer layer breaks, the bulb may continue to work. However, if moisture hits the inner layer while the light is on, the layer may explode.
Screwing a bulb in too tightly can bend the brass tab inside the light socket, which creates an unstable connection. The unstable connection can create an arch between the bulb and the tab.
An unsteady flow of electric current to the light can cause the bulb to wear out too quickly and may also result in a pop or explosion.