Originally from the Simpsons, where Itchy and Scratchy were trying to travel to the fireworks factory but were prevented from doing so by an unpopular third character, "Poochy", to the dismay of the viewers.
The phrase now applies whenever an entertainer refuses to do the things that the audience wants.
I can't believe that Clark Kent won't fly or wear the Superman costume in Smallville! Why won't they just go to the fireworks factory?
On the Fourth of July you attach live eels to the end of a bottle rocket. Then you insert the bottle rockets with eels into your rectum. Just as you feel the eels start to tickle your colon the bottle rocket goes off and shoots the eels out like a dirty roman candle.
My buddy T-Bone met some kinky chick in the Springs that gave him the Fireworks of Fury. He has not shit right for 2 months and now has a goldfish pond.