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The sound you heard would've been the object's sonic boom. It may have dropped some bits and pieces on the ground but more than likely it would've burned up rather high up in the atmosphere. If it came down like you saw it and impacted the ground, you'd know about it...especially if you were close to where it hit. You'd see a bright flash of light, hear a loud cracking noise then a thud as it hit. Then you'd feel the blast effects and seismic rumblings from the impact. If you were close enough to see it hit, then you'd more than likely get covered in the crud blasted from the crater just as the blast wave pulverised you into mash.
Then again, if it was small enough, you'd just hear bits and pieces of it hit the ground with a thud as they came down. Only air resistance would've slowed them down to a few hundred mile an hour before they hit. They'd sound just like a shell from a cannon flying past, overhead.
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