Here’s a video from TheWest.com.au on the Jurien Bay exploding whale. (Note: while the video does show the whale thrashing in the surf, it does not contain any graphic images either during or following the explosion.)

In a sad and gruesome twist, the initial explosive charge set off directly above the brain of a stranded juvenile humpback whale in Western Australia failed to kill the animal.

After the whale continued thrashing for several minutes, a wildlife officer began firing several shots into its head, as can be seen in the photo above. [...]

It’s been almost exactly three years since the last time explosives were used to end the life of a suffering whale. This merciful act has happened again today, September 30, 2008, in West Australia.
Explosives have been used to put down a dying 15 tonne humpback whale stranded in shallow waters at Jurien Bay. The whale [...]

Wildlife officials in Australia are planning to euthanize a dying, stranded whale with an explosive charge directed into the creature’s brain. The 16-ton juvenile humpback whale has been stranded for five days in Jurien Bay in Western Australia and is believed to be either sick or injured.
Officials had originally planned to keep the whale [...]

The carcass of a dead minke whale that washed up on the west coast of England is at risk of exploding as gases released by the rotting flesh collect inside the whale. Minke whales are common in the waters around the UK, but carcasses rarely wash up in this area. As a result, the dead [...]

And now for the very best kind of “exploding” whale…
From BBC News:
After 15 months of pregnancy, Qila the Vancouver Aquarium’s 12-year-old beluga whale has given birth to her first calf.
The birth was captured live by television cameras.
Qila was the first beluga whale to be conceived and born in a Canadian aquarium.
She has remained in the [...]