Here is a comprehensive summary of the Wikipedia article on meteorites:

A meteorite is a rock from outer space that survives its fiery passage through a planet's or moon's atmosphere, becoming a glowing meteor (or "shooting star") before landing on the surface. They are traditionally divided into three main categories—stony, iron, and stony-iron—with modern schemes using chemical and mineralogical details, and tiny specimens under 1 mm are called micrometeorites. Most originate from a small number of asteroid breakup events in the main asteroid belt, and they are classified as "falls" if observed and recovered, or "finds" otherwise. While most disintegrate in the atmosphere, large iron meteoroids can survive to create hypervelocity impact craters like the famous Barringer Meteor Crater, whereas stony bodies often break up, as possibly seen in the Tunguska event. Witnessed falls can produce brilliant fireballs rivaling the sun in intensity, displaying colors like yellow and green, and even large stony impactors are usually destroyed, leaving no meteorites—though a stony meteorite was found at the Morokweng crater in South Africa in 2006. Only about five to ten meteorite falls are observed and recovered each year, and most are small enough to simply create a small pit rather than a large crater.