When I wrote How do I use elemental effects in Borderlands 2? to the best of my knowledge Explosive guns couldn't critical; I've tested this with "grenade" Assault Rifles, Gyrojet Tourge Assault Rifles and rocket launchers, none of which are able to score a critical (that I ever saw). When using a Tourge explosive Shotgun today, I started getting Criticals just like normal for a shotgun.
Which explosive weapons can cause critical hits? Is there some reason some do and some seem not to?