We initiate micro-explosions inside fused silica, quartz, sapphire, and other transparent materials using tightly-focused 100-fs laser pulses. In the micro-explosions, material is ejected from the center, forming a cavity surrounded by a region of compacted material. We examine the resulting structures with optical microscopy, diffraction, and atomic force microscopy of internal cross-sections. We find the structures have a diameter of only 200250 nm, which we attribute to strong self-focusing of the laser pulse. These experiments probe a unique regime of light propagation inside materials at intensities approaching 1021 W/m2, the electron ionization that accompanies it, and the material response to extreme pressure and temperature conditions. The micro-explosions also provide a novel technique for internal microstructuring of transparent materials.