One landed about a foot away from me a couple of weeks ago. I don't think it would have hurt much if it had landed on me though, I had the good sense to be wearing a hood.
Shortly after that I was at some friends' house and they were putting on a display in their garden. After a bunch of little ones they let off this huge rocket. It shot up and then took a sharp left turn into a tree, spun around in the tree for a moment and then shot down onto the ground in front of us. We all ran for cover as it exploded and threw stuff at us. It was terrifying, and also hilarious.