Most of my ammo failures were of my own making.
I've had case head separation on 300 win mag, blown primers for a couple reasons and squib loads along with the primer failures. As Jovy has stated if it feels wrong stop keeping the muzzle pointed in a safe direction waiting to a five count and unload.
I have a 10mm auto casing I found that was completely blown out and split down the side from the mouth to the web of case. I looked for fingers but didn't see any. I would have liked to see the handgun that fired it though.