Saving throws? Nope
Items within a creature's bag of holding (Dungeon Master's Guide 248) (2,500+ gp; 15+ lbs.) or other extradimensional spaces don't benefit from the creature's saving throws: "An item attended by a character (being grasped, touched, or worn) makes saving throws as the character (that is, using the character’s saving throw bonus)" (Player's Handbook 166). Typically, if an item is just sitting around loose on one plane, and the creature's on another plane, the creature can't also be grasping, touching, or wearing the item even if the creature is, for example, carrying or wearing the opening to that first plane. (However, as always with Dungeons & Dragons 3.5, exceptions undoubtedly exist.)
I'd suggest having a player who's a decent mathematician adjudicate what occurs when a grenade—like a fragmentation grenade (DMG 146) (modern era weapon; 1 lb.) that deals 4d6 slashing damage (Ref save (DC 15) for half) in a 20 ft. radius—is primed and put into an extradimensional storage space. High school geometry wasn't my thing (and, sincerely, Mr. Walker, thank you for the generous C), but the Internet says that a 20-ft. sphere has about 4,189 cu. ft., and the biggest bag of holding is only 250 cu. ft. Thus, even if it's an impact-triggered fragmentation grenade rather than an airburst one (likely given its DMG description), its explosion will fill the bag of holding with shrapnel.
This will probably be bad for mundane items stored within ("Nonmagical, unattended items never make saving throws. They are considered to have failed their saving throws, so they always are affected by (for instance) a disintegrate spell" (PH 166)), but unattended "[m]agic items always get saving throws. A magic item’s Fortitude, Reflex, and Will save bonuses are equal to 2 + one-half its caster level" (167), so they might be okay.
But that's not the real concern, is it? The real problem is that "if sharp objects pierce [a bag of holding] (from inside or outside), the bag ruptures and is ruined. All contents are lost forever" (DMG 248). Cloth has no hardness and but hp 2 per inch of thickness (PH 166), and despite its magical properties, a bag of holding is otherwise "a common cloth sack" (DMG 248) rather than a deeply weird 8-or-more-in.-thick cloth sack (!) that might survive a fragmentation grenade explosion.
In other words, that bag's gonna pop, that stuff's gonna be gone forever, and you probably don't want to be caught holding the bag—literally!—when that grenade goes off. (Ask the DM what happens if you are.) Why did you do this again?
Size changing? It depends
The typical low-level event that causes a creature to change size is the 1st-level Sor/Wiz spell enlarge person [trans] (PH 226—7). In part, the spell says, "All equipment worn or carried by a creature is similarly enlarged by the spell.… Any enlarged item that leaves an enlarged creature’s possession… instantly returns to its normal size." To me, it makes sense that worn or carried objects are an even smaller set of objects than grasped, touched, or worn objects.
So, while the bag of holding's apparent size would be affected by the enlarge person spell (allowing, for example, the enlarged creature to reach into the bag normally), the bag's contents would retain their normal sizes—at least until grasped by the creature affected by the enlarge person spell! This means,—depending on the DM's acumen with extradimensional physics and love of Gygaxian gotchas—, that an enlarged creature that reaches into a bag of holding she's carrying to extract a 9-lb. longspear instead has hold of an 18-lb. longspear that's the proper size for a Large creature!
This could be bad. The DM could rule— arbitrarily and, in my opinion, probably capriciously—that the newly embiggened longspear punctures the bag merely because it's suddenly now even longer. Alternatively, the DM may rule that a bag of holding that's filled nearly to capacity is overloaded by the additional 9 lbs. of longspear that's not yet out of the bag. Either ruling destroys the bag and sends its contents into the void.
This DM wouldn't be so harsh: items need to be placed in the bag for their weights to count against the bag's capacity, and I consider items that are carried (as the creature is now doing with the grasped longspear) as not having been placed. It counts toward the creature's encumbrance not the bag's capacity. When an enlarged creature grabs an item in a bag of holding, the creature becomes that item's boss (therefore enlarging it), and it's none of the bag's business what happens next. The enlarged creature, in my campaigns, could extract the item normally without fear of the bag rupturing.
The effects of other kinds of size change on extradimensional spaces will depend on, first, the method used—the 7th-level wu jen spell giant size [trans] (Complete Arcane 109–10) is less clear than the enlarge person spell, but the 1st-level psychic warrior power expansion [phycometabolism] (XPH 105–6) and the 5th-level Sor/Wiz spell animal growth [trans] (PH 198–9) are pretty much the enlarge person spell reskinned. Second, effects will depend on the extradimensional storage container itself: Heward's handy haversack (DMG 259) (2,000 gp; 5 lbs.) has different properties from a portable hole (DMG 264) (20,000 gp; 0 lbs.), for instance.
With that in mind, a list of every way to change size cross-referenced with every extradimensional storage container is beyond this answer's scope. Generally, though, I suggest that a DM be kind when considering if bags of holding and the like should pop. Players probably signed up for a game of heroic magical adventure not extradimensional Jenga.