NWA 4483
Class:  Lunar
Found:  Mauritania / Algeria 2005

As the class of this type of meteorite suggests, these meteorites come from the Moon. Due to their value, many of them are quite small. We know they came from the Moon because their chemical composition matches Moon rocks returned by Apollo missions.

Analysis of this specimen tells us that it came from the lunar highlands, not the mares/oceans - and that at one point it was about 10 miles underground!

DAG 735
Class:  Martian
Found:  Libya in 1996

Meteorites from Mars are extremely rare. We know that they come from Mars because the chemistry of the material and the gases they contain match what we know of Mars' chemistry from analyzing light from Mars.

This specimen is Shergottite / basalt - indicating that it came from Martian volcanoes, and is "only" 150-200 million years old.

The vast majority of meteorites come from asteroids. Those that don't come from other bodies in the solar system - notably the Moon and Mars. Meteorite impacts cause material to be thrown into space, and some if it makes its way to Earth where it falls as a lunar or Martian meteorite.
Note: All meteorite photographs include a 1 cm scaling cube for sizing reference. Click on the image to expand.
NWA 998
Class:  Martian
Found:  Northwest Africa in 2001

This specimen is so rare that I bought grains that remained after the larger pieces were cut.

It is Nakhlite and is composed of Martian lava altered by water at some point in the last billion years. It was formed after Mars lost all of its surface water, so scientists are not sure how this water alteration happened.

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In order to make apple pie from scratch, you must first create the universe.
                     - Carl Sagan