Well it turns out, there is! Somehow i never thought of that possibility, probably because i've had it rubbed in from multiple sources that "gunpowder doesn't explode, it just burns very quickly." I always thought that although it's important to know exactly how gunpowder works, it seems to be rather a pedantic quibble to claim that it doesn't actually explode at all. Turns out i was right and the people trying to indoctrinate me were wrong, mainly because they failed to account for the existence of low explosives.
So theoretically it should be "horseshoes, hand grenades and other explosives," but that loses the alliteration. One could thematically lump in low explosives with hand grenades. I don't know what they're made out of now but they certainly started out as containers of gunpowder. Another problem however is that high explosives doesn't technically include nuclear weapons, although high explosives are certainly involved. I suppose if one wanted to be an odd combination of exacting/pedantic while simultaneously lumping broad categories together under specific examples of that type, one could say "Close only counts in horseshoes, hand grenades, high explosives and hydrogen bombs."
In other news, Congress is debating changing the composition of pennies and nickels. Actually they're not adverse to making cost-cutting changes to the other coins as well, even though they still cost less to make than their face value. It would be kind of cool if the steel penny came back. A steel nickel would be cool too.