Fortunately, explosions tend to decay in intensity like $1/r^2$, so no known celestial events (e.g. supernovae) would really be able to do that. In any case, with these sorts of things, we could presumably see that such an event was "about to happen" and had simply not happened yet.
There are actually some awesome doomsday cosmologies which are related to this idea, though! One of the best is the false vacuum decay event. This is the possibility that the zero-point energy of our vacuum is not the true minimum possible energy, but is instead separated by some barrier from a lower minimum. If the barrier is finite then eventually, quantum mechanics dictates that some part of space will tunnel through the barrier, relaxing to the lower energy state. As it decays, however, it makes it possible (definite, even) that nearby points of space will also decay. It turns out that this will lead to a bubble of death expanding at the speed of light. The laws of physics within this bubble are different from those of our laws and probably do not support the existence of atoms, so any particles that are hit by the wall of death just instantaneously dissolve. Since it expands at the speed of light, there is no actual way to see it coming with any possible experimental apparatus -- and of course you couldn't stop it even if you could detect it. Just one day, the wall of death passes through the solar system and everything goes bye-bye without any fanfare or even the slightest inkling that something is wrong. The best part about this: by looking at the mass of the recently-discovered Higgs boson you can find out whether this is possible, but the discovered mass is right on the threshold: we can't totally rule it out.
Your only real hope in such a scenario is that the many-worlds interpretation of quantum mechanics is correct. In that case, the only universes where you will continue to exist will be the ones where the wall of death has not yet hit Earth. These universes are vastly outnumbered by the ones where we are being destroyed by the wall of death, but fortunately we are not gods and therefore we don't have the global multiverse perspective needed to see this perpetually-ongoing destruction of the Earth.