In the documentary about Chernobyl, it was mentioned that Uranium should not come in contact with water, otherwise an explosion occurs. What is the reason for that? What kind of reaction makes it explode?
Interesting question. The documentary was almost certainly referring to the extremely hot lava generated by the nuclear meltdown at Chernobyl coming into contact with water. This lava is made of a substance colloquially known as 'corium' and is a combination of molten fuel rods, moderator, reactor walls and whatever else is melted by the incredible temperature of the reactor failure. This is as far as I know why the failure mode is called a 'meltdown', because the corium melts and pools in the bottom of the reactor vessel. In a molten pool, the fissile material may achieve uncontrolled criticality and just get hotter and hotter.
If the temperature is high enough the corium may melt through the bottom of the reactor. This is really bad, because at least hypothetically the lava may melt down to the water table and cause a steam explosion. This is quite a bit like what happens if you try to extinguish an oil fire by throwing water on it (something you should never do) - the water violently boils and expands and sprays burning oil everywhere. However in this case the burning oil is radioactive lava.
This is not a chemical reaction, per se, but rather a case of extremly vigorous heating of water and associated violent expansion.
If you remember the Fukushima disaster, at least one of the buildings was destroyed in a hydrogen explosion. As I understand it, in the event of a meltdown, the fissile material can get hot enough to effect the thermolysis of water. (The wikipedia article of the event seems to confirm this) Inside a sealed building, the water will develop a headspace filled with hydrogen and oxygen gas. This mixture is very explosive.
Another possible explanation: water can act as a neutron reflector, at least under some conditions. Therefore, it might be possible for a subcritical mass of uranium to become supercritical if immersed in water, as some of the emitted neutrons could be reflected back into the uranium. This could lead to a criticality accident, with large amount of ionizing radiation emitted and possibly some type of explosion.
EDIT: I found a reference to this in Richard Feynman's essay Los Alamos From Below:
So [Emilio Segrè] finally went down [to the Oak Ridge uranium enrichment plant] to see what they were doing, and as he was walking through he saw them wheeling a tank carboy of water, green water—which is uranium nitrate solution.
He says, “Uh, you're going to handle it like that when it's purified too? Is that what you're going to do?"
They said, “Sure—why not?"
"Won't it explode?" he says.
And so the Army said, “You see! We shouldn't have let any information get to them! Now they are all upset.”
Well, it turned out that the Army had realized how much stuff we needed to make a bomb—20 kilograms or whatever it was - and they realized that this much material, purified, would never be in the plant, so there was no danger. But they did not know that the neutrons were enormously more effective when they are slowed down in water. And so in water it takes less than a tenth - no, a hundredth - as much material to make a reaction that makes radioactivity. It kills people around and so on. So, it was very dangerous, and they had not paid any attention to the safety at all.
This is more about water being a neutron moderator than a reflector, but the idea is the same - uranium in water could lead to a criticality accident.
It appears that uranium metal reacts with water Uranium Metal Reaction Behavior in Water, Sludge, and Grout Matrices - when molten, steam will be generated by the heat of the molten metal and by the exotherm. Not a healthy situation in an enclosed environment.