Explosive Decompression: No. Just no. (In the trope sense. Obviously it can happen in the technical sense.)
Well, with one exception. The trope quite correctly notes that it can happen if you have a really high pressure gradient, say, 8-9 atm to 1 atm. As such, some people from planets with very thick atmospheres (say, ciseflish) can suffer some serious abaryic trauma if their suit decompresses or if taken out of it – albeit rarely to the extent of literally exploding.
But whether that applies or not, it is a universal truism that sudden decompression sucks.
Continuous Decompression: Averted in exactly the hard-SFnal ways one might expect it to be. Specifically, among other things:
(a) Explosive decompression be explosive, yo. Specifically, the air doesn’t hang around producing wind and blowing things around; it leaves. But also:
(b) Most decompression is not explosive. Mostly, the air just leaks out the hole until the hole is plugged, and does not in fact lead to immediate inability to breathe (although the pressure is continuously dropping) or air currents big enough to such everything through a hole smaller than it is. It just sets off alarms and makes unpleasant shrieking sounds while people get patch kits and close spacetight doors.
Especially if it’s, say, a bullet hole in the window of a cylinder habitat, which even if left untended with all the doors open would lead to complete depressurization in, y’know, a few days. At the fastest.
Can Breathe In Space: Technically, you can do this by using a vector-control “envelope” to hold air in around you (although you will still need some means of replenishing it if you plan to do this for long, special provisions like oxygen-carrying hemocules aside). While useful to avoid ebullism and other pressure/temperature syndromes if you should find yourself in a decompressing compartment, needing to leap from airlock to airlock, etc., and it’s a lovely showy party piece… most people still prefer actual vacuum suits if they plan on stepping outside.