Angler fish live on the bottom of the ocean and they have recovered specimens and brought them to the surface, looking no more messed up than they did when they were alive. But I assume the hours it took to get the creature to the surface let out the pressure its cells had adapted to.
But if you could take a creature living at the bottom of the Marianas Trench (15,750 lbs per square inch) and immediately transport it to a beach (14 lbs per square inch) would the thing blow up?
According to this article, no. Anglerfish don’t have a swim bladder or any other gas-filled space in them, so there’s no expansion of gases when pressure is decreased.