No space probe has ever returned a sample from Mars. However, we have had a few Martian rocks delivered to Earth in the form of meteorites, which were dislodged by impacts and set adrift between worlds before crashing here. While studying Mars rocks in situ would be idea, the type of equipment we have on Earth is often impractical to ship aboard spacecraft and land on another planet. In that sense, meteorites provide a complementary way to study Mars, providing data that may be otherwise difficult to obtain.
The latest bit of Mars to undergo study on Earth is meteorite Northwest Africa (NWA) 7533. The chemical abundances and mineral types indicate that it originated on Mars, as it is comparable to rocks analyzed by the Spirit rover. What makes this specimen exciting is its age: radioactive analysis of zircons (silicon compounds containing uranium) revealed that the meteorite is about 4.4 billion years old. That means it formed roughly 100 million years after Mars was born, making it the oldest sample of the red planet yet collected, representative of the earliest period in the planet's history.