Sure, explosions in cinema are great—they propel cars over otherwise impassable chasms and give heroes something to resolutely walk away from. In real life, explosions of any appreciable size are terrifyingly deadly. This is what really happens when you're too close to the blast.
High explosives like pipe bombs and artillery shells operate on a vastly different energy scale than bullets or fireworks. The former detonate—that is, energy radiates out from the blast site, traveling above the speed of sound—while the latter simply deflagrate with a subsonic wave. This is why you always see movie heroes walking away from towering infernos. Those reactions are much less energetic than detonations, and they're more visually impressive.
When a bomb detonates, the energy released from the explosion radiates outward in all directions at once at speeds between 3 and 9 km per second. As this sphere of energy expands, it compresses and accelerates the surrounding air molecules into a supersonic blast wave. This overpressure only exists for a few milliseconds, but it is the primary cause of explosive injuries and property damage. The closer you are to the source of the blast, the more severe the compression.
The initial concussive force of the blast wave is immediately followed by high-velocity shock waves that impart more energy into whatever they're passing through—be it a concrete wall or your vital organs. As a blast wave passes over an area, it leaves literally nothing behind. That supersonic wall of air leaves a near-perfect vacuum in its wake. So a split second after your body is severely compressed, it is subjected to an equally massive opposing depressurization force.
Unfortunately, the explosion isn't over yet. Air immediately rushes in to fill the atmospheric void left behind by the blast wave, pulling debris and objects back towards the source of the explosion. This blast wind is strong enough to hurl a human body several meters. Those caught by the blast wind while standing up are the most vulnerable to being carried away. But it isn't the wind itself that injures—it's the blunt-force trauma resulting from you face-planting into the side of a Buick at freeway speeds. This is why jumping behind a large, heavy object for protection from the blast wave only works in the movies.
This barotruama wreaks havoc on your innards, especially air-filled organs like your lungs, ears, and stomach, as well as at joints and ligaments where tissues of differing densities meet. This often causes hemorrhaging, and it may even result in organ rupture. The lungs are especially at risk of hemorrhage as well as edema (swelling brought on by fluid buildup).
The brain is not much better off. Military doctors studying the effects of barotrauma on US Armed Forces have compared the effects of an explosive blast on the human body to the act of squeezing a tube of toothpaste—blood and bodily fluids are forced into your brain and skull, resulting in edema.
There is also, of course, a lot of danger indirectly associated with the force of the explosion. You could be struck by projectiles—a deadly risk whether it's flying debris or fragments of shrapnel. You could be burned to a crisp by the fireball that comes with certain types of explosives. You could be crushed in a collapsing structure.
But assuming an explosion goes as well as it can, the human body is quite resilient, able to withstand a surprising amount of force without instant death. For example, a relatively small explosion, like one from a homemade pipe-bomb, can produce an overpressure of about 1 psi and blast winds of nearly 40 mph. That's enough to shatter glass, but it may only cause light injury. The blast from a car bomb can generate upwards of 2 to 3 psi (and wind speeds topping 100mph), potentially causing major structural damage, severe injury, and enough damage to kill a few folks.
A peak overpressure of 5psi, from say a 1MT nuclear warhead, guarantees widespread injuries and more than a few fatalities. The force alone is enough to annihilate full cities and knock down all but the most solidly-reinforced structures—not to mention bursting eardrums. Go up to an explosion with a peak overpressure of 10 psi, and the nearly 300 mph winds it produces, and not even reinforced concrete can withstand it.
And at overpressures above 20psi, don't even bother. Even 15 psi causes severe lung damage, but at 20psi, fatalities are common. Anything that wasn't destroyed by the initial blast will be blown away by the 500 mph blast winds. This is getting into the territory of pretty large nuclear weapons—in tests of some hydrogen bombs, scientists have recorded effects up to 100 psi.
The only thing that can protect you from these deadly shock waves is distance. While they are incredibly forceful at close range—and are actually amplified in confined spaces—these waves quickly dissipate as they travel. This is why car bombs demolish the storefront they're parked in front of but barely rattle the windows of homes a block away. So, if you're ever caught up in an explosion, don't just walk disaffectedly away like some cool guy. Drop what you're doing, put your hands over your ears, and haul ass in the opposite direction.