Here in AZ we see them occasionally but none ‘big’.
A couple years back I saw the result of Vandenberg losing a rocket at altitude. It was indescribable other to say the shockwave and colors resulting from fuel dispersal just as the sun was setting made for an apocalyptic picture....and I had no camera...grrrrr.....
This was around 2004-2006ish.
That is, at least not in a while.