Yes, the first such missions were the Apollo missions, the very ones which brought men to the Moon and during which a total of 382 kg of lunar rocks were collected. The automated Soviet Luna probes also brought back 326 g of lunar regolith (the powdery covering of the lunar surface) around that time. This long remained the only sample-return missions of the Space Age. In 2006, dust particles from comet Wild 2 collected by the Stardust probe on a flyby were returned in a capsule on Earth. Shortly before that time, a Japanese probe called Hayabusa had scratched the surface of asteroid Itokawa, sampling grains that were returned to Earth in 2010. More sample-return missions are planned or have already started ; this is only the beginning!