|MadSci Network: Physics|
Your place may be haunted, but I think you can attribute this one to Materials Science. Just as you guessed, it sounds like you've fallen victim to a combination of thermal stresses and a brittle material.
Thermal stresses happen when, for example, your glasses come out of the hot glass washer and cool off on the counter. The surface of the glasses (exposed to room-temperature air) cool off more quickly than the material under the surface. As most materials, like glass, cool off, they shrink. When the outer surface is cool and the inside is hot, you've got some material trying to expand and some material trying to contract - the material is stressed.
The second factor is the brittle nature of glass. Brittle materials are very intolerant of flaws (this is called low fracture toughness). The flaws may be bubbles inside the glass material or chips and scratches on the surface. When a brittle material experiences stress (like the thermal stresses occurring during cooling of the glasses), any tiny flaw can be enough to make it fracture.
As for the glasses that break on their own when they're cooled off, it may just be from residual stresses left over from differential cooling rates in glasses that had pre-existing air bubbles, scratches, or chips. It might not take much of an impact for a glass to break, if any at all. I've had people bring me pretty large steel gears that have split just sitting on shelves hours after they've been heat treated and cooled off - so this isn't even unique to glass!
There's an interesting description of an object called "Prince Rupert's Drop" at the Corning Museum of Glass website. This glass droplet is incredibly strong on one end and shatters into powder if hit on the other end. (a description and a video are available on the museum's website) It's a pretty extreme illustration of just how little force it can take to make a piece of glass shatter.
I hope this helps explain the exploding glasses - although the ghost probably makes for a better story... :)
Try the links in the MadSci Library for more information on Physics.