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When an F-15 (or your favorite fighter aircraft) punches it's external tanks... enter image description here

...to engage in combat, (or when they are empty), what happens to them?

Through my best reasoning skills and Newton's calculations, I have determined that they will fall.

But what happens when they hit the ground? Do they explode? Do they detonate at a certain height? Is this a problem? Are there regulations determining where/when pilots may pickle their tanks? Have there ever been any accidents? (E.g. houses/cows/grandmothers destroyed by falling fuel tanks?)

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They are called drop tanks. When a drop tank is jettisoned, very likely it is not retrieved and reused. This is also the case with (sadly, discontinued) Space Shuttle external tank. Those tanks were not reused either. I am not talking about the rocket boosters.

What happens to jettisoned fuel tanks?

It depends on where they land. The tanks jettisoned in Vietnam have been used to make boats (more pictures here).

It is worth noting that these external fuel tanks have disadvantage too:

A general rule is that only about half the capacity of a streamlined drop tank actually goes towards increasing the aircraft's overall range, the rest going to overcome the added drag and weight of the tank itself.

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It's more likely that they don't ditch tanks just because they are empty, they are reusable and not cheap and may still have some dregs of fuel in them. Besides ecologists already hate the military no need to aggravate them further.

A tank dropped for another reason drop and drill itself into the ground and may or may not survive in one piece. An explosion is unlikely unless there is an ignition source to spark the explosion.

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    $\begingroup$ @HCBPshenanigans you'd be amazed how hard a nearly empty fuel tank is to ignite, don't believe hollywood's one-scratch-and-boom engineering examples. $\endgroup$
    – ratchet freak
    Commented Oct 9, 2014 at 19:25
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    $\begingroup$ I would say a nearly empty fuel tank is much easier to ignite than a full one, since the vapor is what ignites, not the fuel(liquid). $\endgroup$
    – Bassinator
    Commented Oct 9, 2014 at 19:28
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    $\begingroup$ @HCBPshenanigans It's still pretty tough to get a fuel tank to ignite, even when you're trying. You need a good hot spark (in a confined area), or other source of ignition - hot pavement probably won't do the job. $\endgroup$
    – voretaq7
    Commented Oct 9, 2014 at 19:31
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    $\begingroup$ Hmm, it seems you are right about the price. I would've assumed they were cheap 'throwaway' price. "A drop tank is quite pricy (think high end BMW prices). They are every bit as complex as the wing they attach to. Most have multiple cells to maintain CG and all the plumbing, pumps, valves, pressurization, feed and gaging as the remainder of the fuel system. Then add aerodynamic considerations, explosives for safe separation and maybe some RAM for low observables." $\endgroup$
    – Bassinator
    Commented Oct 9, 2014 at 20:40
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    $\begingroup$ @HCBPshenanigans Take some AVTUR. Pour it onto the road on a cold day. Throw a lit match into it. The match will go out. (Hint, don't try this with AVPIN ;) $\endgroup$
    – Simon
    Commented Oct 11, 2014 at 22:42

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