Asteroids, also called "minor planets", are solar system bodies smaller than planets but larger than meteorites -natural objects originating in outer space that survive an impact with the Earth's surface-. Asteroids don't show a tail, but comets - small solar system bodies that orbit the sun- show it when their orbit around the sun is enough closer.
There are a lot of books, films and even TV soap-operas about an asteroid that impacts with Earth, such as The Twilight Zone, Pirates of the Asteroids and Star Wars (episode III).
However, there were a real impact between an asteroid and Earth during the Cretaceous period that it was called "Tertiary Extinction". And what's more, other asteroids -Apollos, Amors and Atens- could have impacted if they would have enough time, because they had orbits that might cross with Earth.
So, we have to be aware of the fact that a collision could be a real danger and not a fiction story. It might be, even a different way to die. I hope it won't never happen!