Right now, the Japanese space agency JAXA has a spacecraft, Hayabusa2, in orbit around a near-earth asteroid called Ryugu — and they're doing some crazy stuff up there.
First, they're shooting it with pellets and hoovering up the blasted surface fragments. Then they're going to fire a larger projectile to make a crater a few metres across, to get samples from deeper within the asteroid. They've even got cute little rovers beetling around on the rocky surface taking pictures and making maps.
And once it's done with taking pics and collecting bits of asteroid grit, Hayabusa2 will rocket back to earth and crash a small box containing the samples into the Australian outback for scientists to collect and analyse.