My wife was shooting a Remington 700 7mm08 with Remington factory ammo when one of the rounds blew the primer. Odd for a factory round but it can happen. Makes you wonder what happened at the factory. There was a loud noise and some smoke but she didn't feel a thing other than some increased recoil. No gases in the face or anything like that. It took some beating with a hammer to get the bolt open and the bolt face was slightly dinged but we're still using the rifle after having it checked by a gunsmith. Perhaps we were just lucky. I've never had any problems with the dozen or so Rem 700's I've used over the years.
