Of course, now I feel like an idiot, as I have heard many times that glass cannot handle extreme changes in temperature. Although I have done this many times in the past without incident, you can bet that I won't do it again!
A quick internet search turned up lots of people who have had this happen to them, some claiming that it only happens with Pyrex, because they changed their glass making formula. However, this can happen anytime there is a sudden change in temperature when dealing with glass and is not limited to one brand of cookware.
So, even if you are much smarter than I am and would never put cold water (or lukewarm) in a very hot baking dish, let my accident be a reminder to you! Has this ever happened to you?