Here’s a TEDx Talk by astronomer Phil Plait (who also blogs for Discover Magazine at Bad Astronomy) about some of the asteroids that have already collided with Earth and what we can do if another big one heads our way.
He briefly mentions the fact that blowing the thing up with a nuclear bomb (as in the movie Armageddon) would probably be useless. This was expanded on in a video featuring Neil deGrasse Tyson,[1. I think; but even if it wasn’t him, it’s a good default answer.] wherein he explained that if you blow up an asteroid the size of Texas that’s heading towards the Earth, chances are you’ll just end up with two half-Texas-sized asteroids heading towards the Earth.