Space probe NEAR-Shoemaker landed on asteroid Eros in 2001!
What is amazing about this landing is that the probe had no landing gear, no shock absorbers, and was not designed in any way to land. NASA engineers tuned the orbit carefully and slowly and we're able to match velocities for a soft landing for what was otherwise supposed to be an orbiting spacecraft.
> In November 2005, it landed on the asteroid and collected samples in the form of tiny grains of asteroidal material, which were returned to Earth aboard the spacecraft on 13 June 2010.
(from the Wikipedia article)
Yes, the lander failed, but the bus itself did land on the surface. It was a sample return mission which is in many ways a greater feat.
MINERVA failed to land, but Hayabusa made a series of soft landings on to the asteroid in 2005, and collected samples that were returned to Earth. Pretty amazing in its own right and time.
Absolutely amazing.