It is possible for a person to effectively 'explode' in the event of an explosive decompression, but only if the pressure differential is significant. A chilling example of this is the Byford Dolphin diving bell accident*, where divers were decompressed from 9 to 1 atmospheres. This sort of catastrophic injury does not occur in the case of explosive decompression of an aircraft or spacecraft as the pressure differential is too small, however death can still occur through hypoxia and/or outgassing of dissolved gasses in vivo.
*Whilst the wikipedia article is not graphic, some readers may find the description of the event disturbing.
The report "An explosive decompression accident" in the American Journal of Forensic Medicine and Pathology states:
The fate of diver 4 clearly demonstrates the tremendous force released in an accident like this. He was undoubtedly mutilated when he was shot out through the small opening left by the jammed chamber door. However, the expulsion of all internal organs from the thoracoabdominal "sack," including the spinal column and the ribs, suggest that he also must have exploded.