I saw a Terminator film or episode where on one day the machines turned on people. At the end two teenagers were locked in a blast room and Arnie did not make it.
That sounds like the end of Terminator 3 (2003) except they're not teenagers they're in their 20s-30s.
That would be Terminator 3: Rise of the Machines. It was meant as a direct sequel to T2: Judgment Day. Those weren't teenagers, but 20-somethings; a young John Connor who had been essentially hiding from his destiny as the moral/practical leader of the Resistance we would see later in Terminator: Salvation, and his wife. The Arnold Terminator was a T-800 that was battling the more advance TX, the first seen female Terminator played by Kristina Loken.