The concept in my mind is that an asteroid is on a vector similar to Earth's, but slightly slower (e.g., 50kmh slower). As Earth passes it, it enters the atmosphere at a sharp angle, and since Earth was passing it, it just barely touches down due to Earth's gravity and atmospheric drag.
Given a large asteroid (e.g., 500 meters wide), is there any reason something like this couldn't happen? And, is there any evidence that it has happened?