There is one phenomenon related to sky, this is meteorite. Some are related to land, such as Twisters.
A meteorite is a solid piece of debris from space objects such as asteroids or comets, ranging in size from tiny to gigantic. When a meteorite falls on Earth, passing through the atmosphere causes it to heat up and emit a trail of light, forming a fireball known as a meteor, or shooting or falling star.

Meteorite in Russia, February 2013
Taken from   http://rt.com/news/meteorite-crash-urals-chelyabinsk-283/

The most recent meteorite, February 15, 2013, fell in Ural region of Russia in the stratosphere. It damaged several buildings (some 3,000), including 34 medical facilities, 363 schools in frigid winter weather. Around 1,200 people have sought medical help. The meteorite was moving at a low trajectory with a speed of about 30 km per second. According to estimates by the Russian Academy of Sciences, the space object weighed about 10 tons before entering Earth’s atmosphere.

Army units found three meteorite debris impact sites, two of which are in an area near Chebarkul Lake, west of Chelyabinsk. The third site was found some 80 kilometers further to the northwest, near the town of Zlatoust. One of the fragments that struck near Chebarkul Lake left a crater six meters in diameter.

At the site of the meteorite hit in the Chelyabinsk Region, small 0.5-1 cm pieces of black matter resembling rock were found around the ice hole caused by the meteorite.