They are actually happening all the time somewhere in the universe but the problem they are often far to faint for us to see. Even if we can see them they are so far away that the light takes millions of years to get to us and the event actually happed at least that long ago.
On average, a supernova explosion occurs within 10 parsecs (33 light-years) of the Earth every 240 million years. However, a typical rate is about one supernova per galaxy per century.
HR 8210 is just a small white dwarf, but it orbits a companion and for a white dwarf, it is very large. It could possibly go supernova in as little as a hundred million years, and because it is only 150 light years away, that would pose problems for life on earth. For us to be safe a supernova should not be closer than 200 light years away.
There are other really big stars we can see that are poised to go supernova. Some astronomers think these stars could go off in as little as just a few thousand years.