Jets are observed in young stellar objects, X-ray sources, active galactic nuclei (AGN). The mechanisms of jet formation may be divided in regular, acting continuously for a long time, and explosive ones. Continuous mechanisms are related with electrodynamics and radiation pressure acceleration, hydrodynamical acceleration in the nozzle inside a thick disk, acceleration by relativistic beam of particles. Explosive jet formation is connected with supernovae, gamma ray bursts and explosive events in galactic nuclei. Mechanisms of jet collimation may be connected with magnetic confinement, or a pressure of external gas. Explosive formation of jets in the laboratory is modeled in the experiments with powerful laser beam, and plasma focus.