Only if it is electrolytic (the bigger cylinder looking ones).

...or tantalum (tend to be yellow-brownish-inverted-teardrop shape.)

Whoever gets a patent on a capacitor technology that is cheap to make, good stability, low inductance, unpolarized and can create large capacitances ( ie 500 microFarads) stands to make A Lot Of Money (tm). Electrolytic/tantalum capacitors are awful in many ways, but are still used because they are cheap and can create large capacitances.

Speaking of bangs, it's an interesting experiment to blow up a *small* electrolytic by reverse connecting it. I'd advise carrying out the experiment in a wooden box though, set up so you can shut the box before applying power. And you might want to ensure adequate ventilation too...