Deep Impact was a NASA space probe launched in 2005 that crashed a refridgerator-sized "bullet" into comet 9P/Tempel to analyze the dust and debris of the impact. It was not intended to bring comet material back.
It is now on an extended mission, originally planned as a flyby of Comet Boethin, but it is now targeted to fly by Comet Hartley 2.
Stardust, launched in 1999 by NASA, flew by comet Wild 2 in 2005 and collected some of the material from the coma in a large tray of aerogel. The craft returned to Earth and released the sample case, which landed in the Utah desert in 2006. The craft itself was sent into orbit around the sun.