Tuck and Cover

A grenade, bomb or other type of explosive is live with mere seconds to go, leaving Alice in danger. Fortunately Bob leaps between her and the explosion. Cradling her as a way of shielding the blast and making the Heroic Sacrifice, except for the fact that Bob has Nigh Invulnerability.

A reversal of Jumping On a Grenade as the hero is jumping on the potential victim in order to shield him/her from the blast.

Anime and Manga

 * Done in Karakuri Circus, creating a serious plot twist, as it ends rather badly for said hero.
 * Done also in Ushio and Tora -Tora uses his body to protect a household spirit from backlash from a powerful seal being broken.
 * Busou Renkin: Captain Bravo shields  from a massive flame-based attack using his... er... magical Badass Longcoat.
 * In one episode of Darker Than Black, the Contractor November 11 uses his ice powers while covering human co-worker Kirihara with his body, in order to shield her from another Contractor's explosive powers.
 * Subverted cruelly twice in Gundam 00 first season finale: tries shielding  from an explosion this way, but is fatally injured and dies in her arms, happily believing that he protected her. Then, it is revealed that he failed and she was fatally injured, too, dying just moments after him.
 * Happens many times in Super Dimension Fortress Macross, without any lasting effects to both parties involved.
 * Genji grabs Shannon when and rolls out of the way in Umineko no Naku Koro Ni. This is one of the many reasons Genji is awesome.
 * Shizuo does this to Akane in the sixth volume of Durarara when he realizes that a large load of combat knives that he knocked loose in a fight are about to fall on the girl.
 * In the first anime, Al uses his Nigh Invulnerable armor body to shield his flesh-and-blood brother Ed from an explosion. Both are fine in the long run.
 * Al pulls it again in the manga and Brotherhood, except for May instead of Ed.
 * Gunslinger Girl The girls are "conditioned" to protect their handlers, though it could also be More Than Mind Control.
 * The titular character from Inuyasha protects Kagome this way on multiple occasions.
 * In Fairy Tail, Simon

Comics

 * Mr. Fantastic of the Fantastic Four often does this to protect his colleagues.
 * The Incredible Hulk's origins deal with Bruce Banner pushing Rick Jones into a trench, whereby Banner absorbed the brunt of the blast, which Rick is not affected by as a result.

Film

 * The Incredibles, Elastigirl protects her kids this way in an aircraft that was hit by missiles. It helps she can form her body into any shape and that earlier her super suit was specifically shown to be able to withstand direct missile impacts.
 * X Men the Last Stand, Colossus shields Rogue this way in the Danger Room simulation, however this is also so that she can get his steel skin for further protection.
 * Quantum of Solace, Bond huddles over Camille right before he shoots the fuel pod.
 * Terminator Salvation, Marcus Wright shields Blair from the fire in the tunnel.
 * Done in The Incredible Hulk movie, with Hulk shielding Betty Ross from a firey explosion.
 * Highlander: Connor leaps on top of Rachel, using his immortality to protect her from Nazi gunfire. He explains, "it's a kind of magic."
 * In the Fantastic Four, the Human Torch shielded a young girl from an explosion. Because of his fire abilities, the blast didn't harm him.
 * The escaped slave does this for the little girl in The Fall.

Literature

 * In the Discworld book Thud, Sam Vimes throws himself to the ground while holding Young Sam as a burst of dragon flame goes over them.

Live Action Television

 * Smallville: Clark uses this method of rescue quite frequently, as is his future self in various incarnations of Superman
 * In the Max Fleischer short "The Mechanical Monsters", Superman spreads to protect her from the vat pouring Hot Lava. I guess his suit is also super.
 * Superman has also swallowed explosives on more than one occasion, in order to ensure the safety of surrounding citizens.

Video Games

 * The end of the intro boss battle of Mega Man Zero 1. As the Golem gets ready to explode, Ciel got free from its grasp, but she's too weak to move away. Zero runs over to her and covers her from the ensuing blast. Ciel manages to remain relatively unhurt, even when the explosion was point-blank in range.

Webcomics

 * Used by the Fed in A Girl and Her Fed here

Western Animation

 * Ben 10 utilizes this trope in "Be Afraid Of The Dark", using the armadillo-esque "Cannonbolt" Ben is able to shield himself, Gwen and Grandpa so that they can re-enter Earth's atmosphere safely.
 * Wolverine and The X Men, Wolverine covers a little girl from a train explosion in the first episode. He Got Better.
 * The Batman "A Dark Knight to Remember" Batman shields Batgirl from Penguin's flamethrower with his cape.
 * Avatar: The Last Airbender gives us the falling-bits-of-stone-ceiling variant, with  protecting   in this way in the episode The Southern Raiders. Also served as Ship Tease.
 * Also done in the episode Sozin's Comet Part 3, when shields  from falling debris from a war balloon.