The more we learn about our planet, the more we want samples from other planets. We've sent men and machines to the Moon and elsewhere, where instruments have examined their surfaces close up. But given the expense of spaceflight, it's easier to find Mars and Moon rocks lying on the ground on Earth. We didn't know about these "extraplanetary" rocks until recently; all we knew was that there were a few particularly strange meteorites.
Almost all meteorites come from the asteroid belt, between Mars and Jupiter, where thousands of small solid objects orbit the sun. Asteroids are ancient bodies, as old as Earth itself. They have been little altered from the time they formed, except that they have been shattered against other asteroids. The pieces range in size from dust specks to the asteroid Ceres, some 950 kilometers across.
Meteorites have been classified into various families, and current theory is that many of these families came from a larger parent body. The eucrite family is one examplenow traced to the asteroid Vesta, and research into the dwarf planets is a lively field. It helps that a few of the largest asteroids appear to be undamaged parent bodies. Almost all meteorites fit this model of asteroid parent bodies.
A handful of meteorites are very different from the rest: they show chemical and petrological signs of having been part of a full-sized, evolving planet. Their isotopes are unbalanced, among other anomalies. Some are similar to basaltic rocks known on Earth.
After we went to the Moon and sent sophisticated instruments to Mars, it became clear where these rare stones come from. These are meteorites created by other meteorites—by asteroids themselves. Asteroid impacts onto Mars and the Moon blasted these rocks into space, where they drifted for many years before falling on Earth. Out of many thousands of meteorites, only a hundred or so are known to be Moon or Mars rocks. You can own a piece for thousands of dollars a gram, or find one yourself.
You can look for meteorites in two ways: wait until you see one fall or search for them on the ground. Historically, witnessed falls were the primary means of discovering meteorites, but in recent years people have started looking for them more systematically. Both scientists and amateurs are in the hunt—it's a lot like fossil hunting that way. One difference is that many meteorite hunters are willing to give or sell pieces of their finds to science, whereas a fossil can't be sold in pieces so it's harder to share.
There are two kinds of places on Earth where meteorites are more likely to be found. One is on parts of the Antarctic ice cap where the ice flows together and evaporates in the sun and wind, leaving behind meteorites as a lag deposit. Here scientists have the place to themselves, and the Antarctic Search for Meteorites program (ANSMET) harvests the blue-ice plains every year. Stones from the Moon and Mars have been found there.
The other prime meteorite hunting grounds are deserts. The dry conditions tend to preserve stones, and the lack of rain means they are less likely to wash away. In windswept areas, just as in Antarctica, fine material does not bury the meteorites either. Significant finds have come from Australia, Arabia, California, and the Saharan countries.
Martian rocks were found in Oman by amateurs in 1999, and the next year a scientific expedition by the University of Bern in Switzerland recovered some 100 meteorites including a Martian shergottite. The government of Oman, which supported the project, got a piece of the stone for the Natural History Museum in Muscat.
The university made a point of boasting that this meteorite was the first Mars rock that is fully available to science. Generally, the Saharan meteorite theater is chaotic, with finds going into the private market in direct competition with scientists. Scientists don't need much material, though.
Rocks from Elsewhere
We have also sent probes to the surface of Venus. Might there be Venus rocks on Earth as well? If there were, we could probably recognize them given the knowledge we have from the Venus landers. But it's extremely unlikely: not only is Venus deeper in the Sun's gravity well, but its thick atmosphere would muffle all but the very largest impacts. Still, there just might be Venus rocks to be found. (Here's more about the geology of Venus.)
And Mercury rocks are not beyond all possibility either—in fact we might have some in the exceedingly rare angrite meteorites. But we need to send a lander to Mercury for ground-truth observations first. The Messenger mission, which is now orbiting Mercury, is already telling us a lot.
PS: Just to take things a little farther, consider this: impacts on Earth have undoubtedly knocked Earth rocks into space too. Most probably fell back, melted, as tektites, but some must be sitting on the Moon right now, while others could have landed on Venus and Mars. In fact, in 2005 we found a big iron meteorite on Mars' surface—why not Earth stones too? If life really did exist on Mars, as some evidence suggests, it could have traveled there from Earth. Or was it the other way around? Or, indeed, did both come from Venus's early oceans?