We never see any nuclear explosions on earth, either during human history or in the form of radioactive craters
Natural nuclear fission did occur on Earth, though it didn't leave a crater.
And nuclear fusion is occurring naturally in the Sun and also not leaving craters. :)
Bolonkin & Friedlander (2013) argues that it might be possible for "a dying dictator" to blow up the Sun, and thus destroy all life on Earth:
Warning: the paper is published in an obscure journal by publisher #206 on Beall’s List of Predatory Publishers 2013, and I was unable to find confirmation of the authors' claimed credentials from any reputable sources with 5 minutes of Googling. It also has two spelling errors in the abstract. (It has no citations on Google scholar, but I wouldn't expect it to have any since it was only released in July 2013.)
I haven't read the paper, and I'd love to see someone fluent in astrophysics comment on its contents.
My guess is that this is not a risk at all or, as with proposed high-energy physics disasters, the risk is extremely low-probability but physically conceivable (though perhaps not by methods imagined by Bolonkin & Friedlander).