Those are both Gamestudio Projects, I have videos on my hard disk, they were available for download here in showcase I some time ago.

The game is from omegattack, I uploaded the video for you.
The plane fires a missile on the rocket.
The explosion is "simple", a small (not too huge) fire effect and very important some (black) smoke.
In another video there are a few particles falling away, too, which looks quite nice, but nothing big, only small dark sprites like little metal pieces.

video (1.6 MB)