When they come in hot, you hear the sonic boom after it hits.
I spent much of this weekend tracking incoming rockets or pieces of rockets. Most common cause of lawn dart failures is a lack of chute deployment at apogee. Second most: fin shreds at Mach 1 or 2, which are spectacular to witness. Lastly, the unstable multi-stage pinwheels in the sky are the scariest, as they might ignite the second stage while the nose is pointing down, with the rocket screaming back at you under full thrust. I have done that at home, and it takes the cake for raising the pulse rate.
I saw a high power 2 stage rocket do such a pinwheel loop, but end up point straight up when the 2nd stage ignited. The cheers on the video are a real treat.
[Photo is by MachDiamond's Tim Boschert, from a separate UROC event]