This happened in my hometown some years back. Fortunately, it was only one tube that fell over, and by what I can glean from accounts, the rocket was not an exploding type, but one that leaves a trail as it flies.
Unfortunately, and tragically, it struck a young girl in the head, killing her. Since it did not detonate, and everyone's eyes were skyward, it was not immediately obvious that anything was wrong. The show continued with everyone ooing and ahing, unaware of the trouble.
The rocket passed close enough to my family that they could feel the heat of its passing. It threaded the gap between my family and the family of my best friend. They'd set out blankets about ten feet apart from each other before realizing that they were both so close, but then didn't bother to pick up and move together.
I had planned on attending the fireworks with my friends that evening, but we'd changed our minds at the last minute. Had we not, we certainly would have set up in that gap between our families.
My father has some pretty horrific stories from that evening, which I'll not relate. My grandfather started having flashbacks to WWII. I still enjoy fireworks displays, but they're definitely not quite the same to me any more.