Another asteroid is due to make a close call past earth tomorrow. I wrote an entry about a month ago regarding some of the close calls we've had recently, as well as upcoming ones such as the massive '4179 Toutatis' due to pass at the end of September. It seems a smaller one (2004 RU109) has been recently discovered and is due to pass earth at about the same distance as the moon is from earth (this is regarded as a very close approach). Fortunately this one is comparitively small, being in the order of an estimated 13 to 30m in diameter. Direct hits of asteroids that size are believed to not always make it to earth but instead explode in the atmosphere. If they do, the damage (if any) is localized. You can view more details (including a java applet orbit simulation which shows the asteroid path) via NASA's close approaches page.
