Beware of NAD M3 Fire Hazard

 As far as the voltage I am just guessing it is 110. I thought everyone is either 110 or 220. 
  
Well mine stays a 117 via variac for the older stuff, (I use seldom anymore) or 120 for all the new stuff on the button. Maintaining 120 VAC is VERY important, brownouts use to be the number one killer of PS in this area (Bay Area). They would hoover at 105, till night time came then they would spike. New 20KV line upgrade from 8KV, night and day.. I hadn't lost a piece of gear in YEARS (35) till just the other day, bone head move on my part..Couldn't STOP the burning because of the conditioners, never happened before..

The little Wyred4Sound SX1000 (I think) when it popped a cap, nothing like this guys for sure.. I still have it, I was gonna swap the ICE board..
PE had them in stock..


Regards

As far as the voltage I am just guessing it is 110. I thought everyone is either 110 or 220

A G R E A T many devices today are still rated 117v. [NAD M3 is 120v]

120v became the US standard in 1967. 120v +5% is 126v which is 107.6% of 117v. It’s not much of an issue for solid state gear with regulated supplies, but in tube, particularly vintage, gear the extra volts can come very close to cap ratings. A Bucking Transformer to lower the voltage to rated is a handy toy. See http://www.ielogical.com/Audio/BuckTrans.php

It’s always a good idea to have a volt meter displaying voltage. A Kill-O-Watt or similar is close enough. Verify with a calibrated Fluke or similar.
D O N ’ T use is as a power meter, except for light loads and brief times.

Back in LA, we had line voltages meters in the studio. No point trying to record if the voltage was all over the map or dragging down to a brown out. Ditto listening to the HiFi.

"Could be anything, but a shorted (Zener?) diode in the bridge passing AC and cooking the capacitor would be my guess."
I agree with the above.

The same thing happened with my NAD integrated amp about 7 years ago, I don't remember the model number but it was 150 or 200 watts a channel and luckily it happened when I was in the room listening to music- flames/sparks shooting up through the top plate ! NAD replaced  the unit for free and I don't recall if it was even under warranty at the time. 

I'd contact them first to see what they'll do; my guess is they'd service or replace it at no charge. 

The only likely cause for a power filter cap blowing like that is a power surge issue or a mechanical short.  The only incident like that I have experienced in decades of commercial installations was when high voltage showed up between neutral and ground on an AC outlet.
Check your power outlet with a ground fault detector, on of those little 3  light plugs.
With a volt meter test outlet voltage between hot and neutral, then hot and ground. Both should be the same and less than 130v max. Then test from neutral to ground. Ideally there should be no voltage, but often there is a little bit.  To blow a cap like that it would have to see a reverse voltage spike significantly higher than its rating, typically more than 250 volts. Lightning surges coming in on grounds are a common cause. Surge protectors don't typically protect against reverse voltage on ground.