Meteorite

A meteorite was, in the words of expert Liz Shaw, "the debris from comets". Most didn't reach the Earth's surface, but rather burnt up in the atmosphere. (TV: Spearhead from Space)
 * Liz here was actually wrong. In the real world at least, for a piece of debris to be called a meteorite necessitates it reaching the surface. If it hadn't, it would be called a meteor, not a meteorite.

Some fraction of them proved to be vessels for alien energies or entities.

It was commonly believed that a meteor wiped out the dinosaurs, but it was in fact Briggs' freighter. (TV: Earthshock)

Self-replicating robots on Zazz's moon were forced to periodically hide underground to avoid meteorite showers. (COMIC: The Gift)

Known meteorites
One of the segments of the Key to Time was disguised as a meteor, which passed through the Cronquist System where the Cronquist attached themselves to it. They collided it with a NASA shuttle and used the only survivor, Millicent Ferril, to build them a machine to transport them to Earth. The Fourth Doctor and Romana dispersed the segment, preventing this. (AUDIO: Ferril's Folly)

In 1283, a meteorite from the Jeggorabax Cluster landed in the Weserbergland Mountains of Lower Saxony, in what was later Germany. The Weserbergland Meteorite housed an energy entity that became known as the Pied Piper. (TV: The Day of the Clown)

In October 1912, the town of Compton, England was destroyed in a meteorite. (AUDIO: The Fog)

On 10 November 1913, the Family of Blood arrived at Farringham in an invisible spaceship. John Smith dismissed it as a meteorite. (TV: Human Nature)

In the 1970s, the Nestene Consciousness fashioned plastic meteorites and sent them to Earth to prepare for an invasion. (TV: Spearhead from Space)

In 1976, a meteorite landed in New York City's Central Park, temporarily giving Alice Trefusis super-powers. (AUDIO: Starfall)

In 2007, Sex Gas came to Earth in a meteorite which fell near Cardiff. (TV: Day One)

In 2008, the meteorite K67 almost impacted with the Earth, but this was averted. (TV: Whatever Happened to Sarah Jane?)

In the late 21st century, Space Station W3 warned spacecraft of meteorite storms. (TV: The Wheel in Space)

In the late 22nd century, the Daleks used meteorites to spread a plague on Earth prior to their invasion six months later. (TV: The Dalek Invasion of Earth)