MIT Physics Demo -- Exploding Wire
A 100 uF oil-filled capacitor is charged to 3 KV. This takes approximately 15 minutes, creating a charge on the capacitor that could be lethal. The capacitor is then discharged through a 12" length of 30 gauge bare iron wire.
When the high voltage current flows though high resistance wire, the bonds between iron molecules are shattered, resulting in a loud bang, a shower of sparks, and a cascade of wispy filaments floating through the air.
Not all of the charge on the capacitor is disharged through the wire, so a shorting bar must be used to release the remaining charge.