Big capacitors sometimes go off with a loud bang...
http://www.foxtango.org/FT901/graphics/FT-901%20Blown%20Filter%20Caps.JPG
http://thiselton.net/gallery/albums/compressor/Blown_Capacitor.jpg
These things are usually in the power supply area on a TV.
Take care poking around - a capacitor can still give a shock even with the set unplugged.
Good luck...
Peccavi
December 2009