You could sure make decent explosives with OTC fireworks though - in the early 90s we would buy hundreds of those whistling fireworks, hammer them, cut the bottoms off, and then fill various bottles with all the powder. We made a shockwave with one of our makeshift bombs and decided we should probably stop after that.
The old school whistling fireworks were often based on picrate chemistry. Picrates famously have the ability when burned to hover between normally deflagration and true detonation; the whistling is a side effect of this. One of the largest non-nuclear explosions in history (see below) was a picrate explosion. These aren’t used anymore for safety reasons; they don’t have a great stability profile and picrates are true high-explosives.
Over the years they have found alternatives for and phased out most high-explosives used in fireworks. Many high-explosives will just deflagrate/burn but can spontaneously detonate with considerable power if the conditions are right, which makes them dangerous.
In most states you can go buy all the tannerite you want. That's an actual explosion
https://www.youtube.com/watch?v=5VaLtf_EIVQ