Not sure what you'd call them, but my guess is that they contain an LDR (light dependent resistor) and a light bulb or LED for a light source, like an opto coupler type thing i guess   probably used to simulate a gunshot or explosion perhaps ??  

I've seen a similar thing in old guitar amps for the tremolo circuits  

we have a winner    

well done. 6 volt lamp on one side and an LDR on the other and yes they help control the explosion sounds.

and i don't know what they are called either.