Dangers of capacitors blowing up
Large capacitors are less spectacular than small ones, because they always have some kind of vent. Often these days, it's in the form of scores in the aluminum can which weaken it so it will fail in a fairly predictable fashion in case of internal overpressure. Top vent: 



Typical manufacturer's caution on vent clearance: 


Another caution note here

Old-school computer capacitor with bottom vent (the grey rubber circle)



Dangerously hot chemicals can be ejected, as well as bits of aluminum, particularly if stupidly high power dissipation is involved. You should not deliberately induce such failures, and getting too close to any kind of unhoused power electronics should involve at least eye protection and perhaps a full face shield where higher power is involved. The chemicals are not particularly toxic, but they won't do you any good if inhaled.