Previous results are reviewed and new results are presented on the Rayleigh–Taylor instability in inertial confined fusion, flames and supernovae including gravitational and thermonuclear explosion mechanisms. The instability couples micro-scale plasma effects to large-scale hydrodynamic phenomena. In inertial fusion the instability reduces target compression. In supernovae the instability produces large-scale convection, which determines the fate of the star. The instability is often accompanied by mass flux through the unstable interface, which may have either a stabilizing or a destabilizing influence. Destabilization happens due to the Darrieus–Landau instability of a deflagration front. Still, it is unclear whether the instabilities lead to well-organized large-scale structures (bubbles) or to relatively isotropic turbulence (mixing layer).