I used CFLs for my first grow. Never had any problems. But here at the house I use CFLs around the rooms. I have had a few do some weird things. Get super hot. Deform the coiled tubing (which is glass of course) and also have had a few build a bubble on them selves. The kids threw a ball one time and hit a CFL he had in the ceiling. It popped apart and sparks flew everwhere.
Don't forget your dealing with electricity. Anything can happen. I worked construction for a few years and there was a power surge that shattered a few T12s that were in the office we were working on. I thought it had to be one hell of a power surge. But It has happened.
Also if your using tubes T5, T8, T12. The ballasts get hot and sometimes when they burn out the wires do melt, smoke, and I have seen one catch fire but go right out on its own.
So ya it is possible.