Think one of the first movies that did that was Dick Tracy.. and it was unplanned... he had earplugs in for the tommy gun.. and didn't even hear the car go up.
I remember some vampire movie, and James Cameron (I think) was walking away from a building that blew up. He mentioned in some interview I read later, that the FX guys told him to walk away with his mouth slightly open, to keep his eardrums from popping due to the boom.
