I only have heard about fuses that "blow". However, we have some fuses that are switches that pop up to break the circuit when there is an overload. Perhaps that is what people are talking about when they say that a fuse "popped".
(You have to close the switches to restore the current.)
The other kind are little gadgets that you screw in as you do a lightbulb. A filament breaks when they "blow" and you have to replace them.
Blow is the most common in AE. In talking about car fuses, sometimes of the buss fuse type, you will also hear, "The fuse burned out". If you search the forums, you will find an older thread about this. It might be one of these: