Sure, asteroids may look like like nothing more than glorified rocks that make their way around the solar system and crash into larger celestial bodies every now and then. If they're large enough and happen to hit earth, they have the power to drive most life into extinction. Just ask the dinosaurs... oh, right :)
If you take an asteroid that's not headed for us, and examine its structure scientifically, you might just stumble upon some incredible discoveries about the early solar system, as the following clip shows.
And if you're curious about a large asteroid hitting us, check out this incredible animation.