Standard epidemic models exhibit one continuous, second order phase transition to macroscopic outbreaks. However, interventions to control outbreaks may fundamentally alter epidemic dynamics. Here we reveal how such interventions modify the type of phase transition. In particular, we uncover three distinct types of explosive phase transitions for epidemic dynamics with capacity-limited interventions. Depending on the capacity limit, interventions may (i) leave the standard second order phase transition unchanged but exponentially suppress the probability of large outbreaks, (ii) induce a first-order discontinuous transition to macroscopic outbreaks, or (iii) cause a secondary explosive yet continuous third-order transition. These insights highlight inherent limitations in predicting and containing epidemic outbreaks. More generally our study offers a cornerstone example of a third-order explosive phase transition in complex systems.