Don't worry about the fuse! If you look at the schematic, the fuse is exactly where it's supposed to be. Don't forget that it's an 8 amp fuse. It's quite possible that the current didn't reach that point or didn't stay there long enough, for the fuse to blow. I have the same power supply. It's equipped with an SOC CES4 fuse rated at 8 amps. I can't find the spec for that fuse, but it appears to be rated for high inrush currents. If that's correct, it's rated to take 20 amps for 1 sec. If someone put a slo-blow fuse in, it will take even longer to blow. Check your fuse to see what's there.
Finish the cleanup and see what you've got. I wouldn't be surprised to find out that nothing else has been damaged, although it probably looks like a disaster in there.
The only thing that does surprise me is that the capacitor blew in the first place. I've read the messages about Schaffner filters blowing, but typically those reports involved capacitors that had spent their lives with 220V - 240V across them. I'm surprised that a 250V capacitor would have trouble with 110V.
Ed