A motor home parked on a street exploded in downtown Nashville at dawn on Friday, moments after a recorded message emanating from the vehicle warned of a bomb, in what police called an “intentional act” in the heart of America’s country music capital.

Three people were injured in the Christmas morning blast, though none critically. Authorities said it was uncertain whether anyone was inside the recreational vehicle when it exploded, but police reported hours later that investigators had found possible human remains nearby...