Firstly, as several other people no doubt are willing to point out, you can forget practically anything on the subject that you see in the films. All the sparks and the flimflam are strictly to impress the peasants.
It certainly is dangerous to have any contact whatsoever with live electric devices when one is wet and in contact with "Earth" connections. It is in fact so unpredictably dangerous that in many countries it is illegal to have any electrical connection other than a few minor, standard items such as shaver sockets, and I for one do not know where to obtain plugs to fit those sockets.
There have been arguments about it and about, for example about the conductivity of your bathwater and your body, the efficiency of your earth connection, the milliamperage necessary to kill you, and so on, but actually it would require a pretty special situation for a live wire to contact your bath water without giving you a shock, and often a dangerous shock.
But dangerous sparks in domestic situations generally are undramatic and don't come with much in the way of spitzensparken and blinkenlights.
Except in the internal perception of the victim perhaps.