Yes, it has happened recently. The Tunguska event.
The Tunguska Event, or Tunguska explosion, was a powerful explosion that occurred near the Podkamennaya Tunguska River in what is now Krasnoyarsk Krai of Russia, at around 7:02 A.M. local solar time on June 30, 1908.
Although the cause is the subject of some debate, the explosion was most likely to have been caused by the air burst of a large meteoroid or comet fragment at an altitude of 5–10 kilometres (3–6 miles) above Earth's surface. Different studies have yielded varying estimates for the object's size, with general agreement that it was a few tens of metres across.