An asteroid is a small solar system body in orbit around the sun. The difference between an asteroid and a comet is that this one show a perceptible coma, while an asteroid doesn't. Asteroids are larger than meteorites. A meteorite in space it's called a meteoroid.
The biggest asteroid to hit the Earth this century was in Siberia on June 30, 1908. The rock was about 100,000 tons and the size of a large house. It shattered in the air, while about four miles from the ground, creating an explosion 2,000 times stronger than an atomic bomb. It demolished thousands of square miles of forestation.
"Apophis" is an asteroid discovered in June 2004. Astronomers have determined that it will make a very close flyby on April 13th, 2029, where it will pass to within 5 Earth diameters of us. "1950 DA" is another asteroid, which has a 1 in 300 chance of colliding with our planet, according to calculations. Scientists say this is not something people should get too concerned about.
There are films about asteroids impacting the Earth, such as "Asteroid", "Asteroids: Deadly Impact", "Armageddon" or "The Green Slime".