For example, if we take water at a constant pressure and increase the temperature fast enough over the boiling point, the water will not boil. Why does it happens?
It happens because the kinetics of boiling have a finite time scale. This is because to begin boiling, a nucleus must be furnished to trigger the phase change. That nucleus usually takes the form of an air bubble in a crack or crevice in the water container's walls. If the bubble exists when the boiling point is reached, boiling begins without delay. If no nucleus is available, the temperature rises above boiling and the heated water becomes metastable. Since the size of the nucleus required to trigger boiling decreases with increasing temperature, as the temperature rises above the boiling point, progressively smaller nuclei (if they exist) become active. In the case of no nuclei at all, random density fluctuations within the fluid serve as nuclei but even these require time to spontaneously appear.
This initiatory time lag gets smaller and smaller as the temperature climbs higher and higher above the boiling point. In the limit of extremely rapid heat deposition into the fluid, the time lag asymptotically approaches zero and the temperature at which this occurs is called the thermodynamic limit of superheat, which for water is about 340 C.
By heating up water at a rate of > 100 degrees C per microsecond, it is possible to achieve superheats of roughly 280 C, at which the enthalpy stored in the superheated water is sufficient to provide the heat of vaporization of that superheated water and the result is a violent, near-instantaneous vapor explosion.