I had a 9volt ('transistor radio') battery blow up while sitting on my night table, once. if I can find the photo I took of it, I'll post, but I heard it pop from the other room (so lucky I was not there in that room) and the part that was blown off was an electrode looking a LOT like a nail!
low current 9v battery. not liion or anything. just SITTING there. I cant remember what the situation was. I must have used it 'hard' but I dont know what that could have been. they have a large-ish internal R so you cant use them 'hard'. and yet, that thing literally blew and popped so loud I could hear it from 2 or 3 rooms away.
only once in my life did I ever see or have that happen. so its clearly not frequent but its non-zero, also.
edit: found the photo. that nail thing and the top were on the floor and it took me a while to find them. the gold battery thing was still sitting on my night table, pointing up, iirc. this was 2008 (as per the date on the photo)