Cobs go by many names, a few I've seen: Crater Maker, Devastator, CO2 Bomb and Vulcan Grenade. These names are all stupid so I use cob, the name for them in Diary of a Pyro.
Cobs are the small metal containers used for pressurized CO2. Some also have nitrous oxide (the middle one in the picture). They are used for several different things, so there are different kinds. I don't know what the one on the left is; the one in the middle is a nitrous oxide one for pressurizing whip cream containers. The one on the right is one for pellet/BB guns. The nitrous casings are thinner than the airgun cartridges, but only by a tiny bit. I'm not sure about the gold colored ones, I never checked it's thickness.
Cob casings
Cob casings for seltzer water:
Procedure:
1.
Get an empty container, either by using it up, or just poking a hole in
the nozzle with a nail. Be careful if you make a hole with a nail,
don't have it pointing at you (the nail or the container) in case it
goes flying. Safety goggle would be good to wear.
2. Make the hole bigger with a nail and hammer or you will never fill it. You can also use a drill to enlarge the hole.
3. Fill it with powder. I find the easiest way is with a small funnel
taped to it. Then use a narrow object (the stick from a bottle rocket
works well) to push the powder through the hole. If it is a more
sensitive powder, do not push it, just gently tap it don. It takes a
while to fill with the small hole, so be patient. You can see how full
it is by sticking in a bottle rocket stick, you will have a lot of them
if you make the Can o Rockets.
4. Fuse it. You can use either regular fuses or electrical
ignition. Make sure your fuse/igniter is all the way in the powder and
taped so it won't fall out. With good powder I find gluing is not
needed, but it would be a good idea for slower burning powders.
Casings after being set off underground