Alex Donaldson tweeted: "Curious re who approved blowing up a #LondonBus...in the name of a movie #scaredthedaylights."
Another user said: "Was far enough away from to see bus blow up but not why, genuinely felt it in pit of my stomach."
LowriPeploe-Williams was scared when she saw the explosion, she said: "Just watched a bus blow up on Lambeth bridge to find out its for a film."
Conservative MP for Mid Worcestershire Nigel Huddleston posted a video of the explosion with the message: "Anyone worried about the exploding bus on Lambeth Bridge just now? It was just for a movie."
Tweets were posted and warning messages published on TfL's website informing people of what was planned for the bridge.
The message said: "Filming will take place within the lane closure at the bus stop next to the palace from 11am-12noon."
A spokesman for the Port of London Authority also confirmed it was a stunt for a film and that the bridge was closed off. But the scene took some by surprise.
In a notice warning residents about it, film producers described the film as a "gritty action thriller". It is directed by Martin Campbell, who was behind James Bond films Casino Royale and GoldenEye.
The notice, posted on Twitter, stated: "The explosion is controlled and operated by our special effects team."
It added: "Every precaution will be taken to ensure the safety of the people in the area."