Who dares win Rodney.
In all seriousness I'm 99% confident if it does go pop it won't damage anything else.
I'm having no stability issues so nothing to indicate any degradation.
I spoke to a chap at a pc repair shop who told me it basically never happens, and when it does it'll be some cheap unbranded power supply.
I have had a power supply short and blow up on me before, again all other components fine after a replacement PSU.
Reading these and other hardware forums for maybe 15 years, I can't recall any posts of people saying a power supply blowing up had damaged their components.
I wouldn't buy a cheap power supply though.
Edit: few comments above about damage to other components but I'm still convinced that is very few are far between.
Edit 2: one post actually, the Hyper X PSU