An electrical bulb makes a bursting sound when it is broken? Why

That is the sound of the filament (the part that lights up) breaking.

"Light bulbs which are aging or in bad condition generally fuse when they are switched on. This is because a tungsten filament (especially those which are worn out or thinned out) has low resistance to electricity when it is cold. When the current is switched on the filament is still in the process of heating up and building resistance, and so the filament breaks and the bulb fuses."

Light Bulb (http://ezinearticles.com/?Light-Bulb&id=271967)

I think he means when the glass part of the bulb breaks. It would be due to the vacuum in the bulb, when it shatters it makes a poping noise as air rushes in to fill the void.

There is actually only a very weak vacuum in modern lightbulbs. Somewhere around 70% of atmospheric pressure.

Old bulbs used to have high vacuums. They used to make a loud sound when broken and films and cartoon still use this fact regularly. But modern bulbs shouldn't make a very loud sound when broken, beyond the sound of breaking.