Al makes a point that should not be taken lightly.
I can recall a youthful indescretion involving a
home-made capacitor, (aluminum foil and widow glass),
to be pumped via a neon sign transformer, (rectifier bridge
on the primary), to about 5KV.
I don't think it even got near there.
The failure was not diagnosed but was spectacular
to witness.
It made a lasting impression, and there was no-where
near enough energy involved to drive an automobile
any distance.