Define "strange".
Sure, weapons usually don't go kablooei in your face, but without maintenance they will break to the point where they cease to function. In the Fallout world this should logically be alot more common, as most weapons aren't exactly in pristine condition.

And yes, some sort of animation or whatever that tells you that the weapon is broken would be nice. Or simply as... someone mentioned , the weapon should at least start clicking. That would probably be more realistic too. I've never really had a gun just spontaneously break when being fired, so I wouldn't know what it would be like. But I doubt it would just "blow up" or something.

Would this be a good example? http://www.youtube.com/watch?v=Oh1lyMyejpI (Its near the end of the video)
...It kind of blew up =/

Well, would you look at that, it actually blew up (well, sorta). I stand corrected I guess, even though I never outright claimed it wouldn't happen.
So then the idea of some sort of "broken-gun-animation" would be in order after all. Though he did have problems even firing the weapon before it went kamikaze in his face. But who cares about 100% reality, it's a freakin' game.