Fire
All batteries contain chemicals; some batteries and their chemical composition are more tolerant of heat than others. For example, lithium-based batteries have been known to explode while getting charged. Alkaline batteries are fairly tolerant of reasonable variations in temperature but not if you put an alkaline battery in a fire. The battery is a sealed unit, and the heat will cause the chemicals to expand. Eventually the battery casing cannot withstand the internal pressure so the battery explodes.
Short Circuit
A short circuit occurs when a metal object touches both the positive and negative battery terminals at the same time. Generally, most alkaline batteries have their terminals at opposite ends, which means a short is unlikely to occur. Additionally, most alkaline batteries only produce 1.5 volts, such as AA batteries. However, an exception to this is the PP3 alkaline battery regularly fitted in smoke detectors. The terminals are both on top, and it produces 9 volts. If a metal object touches both terminals, the battery will short and it will get hot, causing the possibility of an explosion.
Charging
Alkaline batteries are not designed to be recharged; just read the warning on the label of a battery. Charging an alkaline battery is a bit like filling a balloon with air; you can put a certain amount of air in the balloon, then it goes bang. If you charge an alkaline battery, the external force of electricity from the charger is greater than the internal force in the battery, so electricity goes in but has nowhere to go as it can't be absorbed. This generates heats, and the longer the battery is on charge the more it heats up, creating circumstances where it could explode.
Mixing Battery Types
It's never sensible to mix different types of battery, especially those containing different chemicals or voltages such as alkaline and lithium. When two or more batteries are needed to operate a device, they are wired in series, which increases voltage and amperes. The batteries are designed to work with each other, but if you put a lithium battery with an alkaline battery, not only is the chemical base very different, so are the voltages; 1.5 and 3.6 volts respectively. The lithium is more powerful so it starts charging the alkaline battery. The results are overheating and the risk of explosion.