Break.com is always good for finding fools that like to experiment with those things rather than learning about them from others. You can do a search for "shooting a propane tank" and it should give you some examples.
Here's one at night...doesn't go off until about 18 seconds into the clip. In all of these cases, like
Targan mentioned, there needed to be a fire to cause the effects, so they always shot at already ignited tanks of propane.
http://www.break.com/usercontent/200...nk-512281.html
The explosions are more visual than substantive in all cases. They could be damaging within a confined space, but in the open it's more "Oooo" and "Aaah!" than anything else.