This video by ReutherMonkey, taken on the Axis side on Flash, shows the effect of a grenade explosion.
Another Avalanche video in detail. A crossing of the map from the axis spawn to the ally spawn with a kar and a spring (only unscoped).
This video taken on Avalanche shows a grenade explosion's effects in selfkill and the drop of ammunition.
An excellent video of Flash by Darkpenfold showing off the many realistic sounds of Day of Defeat: Source.