Why do nuclear weapons create a blast wave? As far as I know, in a nuclear explosion the energy is released in the form of radiation (neutrons, gamma rays, alpha particles and electrons), light and heat. There isn't a chemical reaction that "produces" gas, so: How does the blast wave originate?
My guesses are:


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*Dramatic expansion of the "local atmosphere" due to heat increase.

*Vaporized material (although this doesn't seem enough)

 A: When a nuclear bomb goes supercritical, it has entered a state where the neutron population will grow unbounded by the feedback factor of temperature. I'm not saying that it's insensitive to the temperature, it's just that the mechanism is insufficient to stop the reaction.
Because of that, the temperature of the nuclear core increases until some other reactivity feedback comes into play. In particular, this will include:


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*Depletion of fuel

*Phase change -> geometry change


I think it's mostly the 2nd factor, since most of the nuclear fuel remains unused, but someone with classified knowledge of a modern nuclear arsenal might have counterexamples where the fuel is depleted before self-destruction. Anyway, I'm sure I can continue assuming the geometry change is the ultimate mechanism that stops the reaction with little loss of generality.
Essentially, the fission chain reaction grows until the core is completely plasmified. It starts as a solid and it ends as a plasma. That means that it melts, boils, and ionizes. This happens through the adding of heat into the system.
To classify it thermodynamically, I think we can agree that the heat insertion is "quick". There is no substantial exchange of heat with the surroundings until the self-destruction is well underway. Also, the volume is held artificially constant due to sheer inertia. I believe that puts it somewhere between an isochoric process and an isentropic process.
Compare it to a gas inside of a piston. The force pushing back from the walls is from inertia. The gas is pushing harder on the walls due to an insertion of heat. When the number of atoms in the volume is constant, you really can't get that push except by inserting more heat, per PV=nRT. That equation basically sums up the situation, even if imperfect in the details. Temperature increases and that drives pressure up because volume would rather not budge. The nuclear process goes by radiation physics, and these happen much faster than the physical pressure waves. Many generations of neutrons fly across the core and are absorbed before a sound wave can propagate from one end to the other. Because those neutrons add heat, pressure is built up in a relatively constant volume process.
Once the volume expands enough, we stop adding more heat. But by that time, the nuclear blast is already a forgone conclusion. You have a tiny fireball with a pressure that is many many times ordinary atmosphere pressure. So then that pushes against the air, and then the air transmits the force through a pressure wave. That pressure wave pushes on buildings and can knock them over.
A: Yeah, you've basically nailed it with the first one. During the chain reaction you have a huge amount of energy immediately dumped into a tiny space, but there's no physical mechanisms containing it. All of these high-v particles immediately collide with other particles, bouncing them so violently that they collide with other particles, and so on, creating this expanding shell of momentum which you can very easily view as an "expansion due to heat increase". After this continues for a little longer you have a proper pressure wave. 
A: A thermonuclear weapon requires extreme temperatures in order to ignite and efficiently produce and consume fusion fuel through the Jetter cycle. Unlike most terrestrial thermal processes, the speed of heat transfer through radiation transport is very slow in the thermodynamic regime of the weapon during disassembly. The temperature of the weapon becomes so high that the weapon surface transfers heat to the environment primarily through x-rays at high energy. These x-rays are at so high an energy that they have short mean free paths through the atmosphere, so they interact with the atmosphere. In doing so, they interact in ways that produce free electrons, which slow radiative transport. This results in envelopment of the weapon in a large ball of plasma. This ball of plasma is at a very high temperature and pressure and provides the energy for the blast wave. The physics of energy transport out of the weapon are complicated, and much of the damage against soft targets does not come from mechanical energy transport at all, but the infrared thermal radiation. Infrared thermal radiation is released once the enveloping plasma has cooled such that it becomes optically thin and the weapon has cooled such that significant radiation is emitted in the visible and infrared range, rather than the x-ray and ultraviolet range.
