Exploding die
An exploding die is a term used when achieving certain results on a roll allows additional rolling to achieve more significant effects. For example, in new World of Darkness, rolling a 10 adds a success to the skill attempt in question and grants an extra roll of the d10 to the player, allowing more successes than usually possible to be achieved. In L5R, any tens rolled are rerolled and the new number added to the previous 10 to determine the result of the dice throw (if this is also a ten, the process repeats, allowing lucky players to achieve truly ridiculous results).
In the strategy/RPG game Mekton, rolling a 10 on the Location Damage chart to determine where a shot hits will upgrade it to a critical. Rolling another 10 will force the opposing player to save (and take 50% damage to the affected area) or die instantly if the shot breaches armour, while a 8 or 9 will cause a "Cinematic" critical hit, which causes a fixed amount of unavoidable damage and often has other undesirable effects (such as missing a turn or being instantly removed from play).
In Dark Heresy, rolling a 10 when calculating damage triggers "Righteous Fury"; the attacker rerolls their to-hit percentile, and if it is a success again they may roll that damage die again. If that ALSO comes up a 10, the Emperor must fucking love you, as you get to reroll the damage die yet AGAIN (you don't have to reroll to hit anymore) until you no longer get a 10. This can be especially beneficial for weapons that roll more than one die (such as Heavy Bolters, which are 2d10) or weapons that have the Tearing Quality (where you roll damage twice and keep the better result), since you have a greater chance to trigger Righteous Fury.