Sure, I cover exploding rockets all the time, but much rarer are the cases where rockets did the opposite. Some Rockets designs rely on gas pressure to support their tanks, and when leaks happen the tanks implode and collapse. These are called 'Balloon Tanks' and they enable much thinner, lighter tanks to be used, improving the performance of the rocket at the expense of making them harder to handle on the ground. The Atlas Rocket used Balloon tanks up until 2005, and the centaur upper stage still uses them.