There is no known physical phenomenon which would allow a planet, by itself, to suddenly explode, or shatter through some internal mechanism.
Planets can, however, fall victim to external factors that can be cataclysmic.
A planet can also be evaporated by its star if the star evolves into a red giant and the planet is too close. This will likely happen to Mercury and Venus in another 5 billion years, and may actually be occurring on the planet now believed to be orbiting the star 51 Pegasi. Dr. Sten Odenwald Return to Ask the Astronomer .