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 interaction with laser radiation, with neutrino, or thermonuclear reactions to large-scale hydrodynamic phenomena. In inertial fusion the instability stops target compression. In Supernovae the instability produces large-scale convection, which determines fate of the star. The instability is often accompanied by mass flux through the unstable interface, which may have both stabilizing or destabilizing influence. Destabilization happens due to the Darrieus-Landau instability of a deflagartion front. Still, it is unclear if the instabilities lead to well-organized large-scale structures (bubbles) or to relatively isotropic turbulence (mixing layer)