That must have been some capacitor! I'm guessing this isn't the kind you want to charge up and toss to someone as a joke...:)What voltage/Farad rating was it?
Just found an old paper about load dump testing http://ieeexplore.ieee.org/iel2/585/3925/00148254.pdf?isnumber=&arnumber=148254 just in case someone likes more details :-)