On March 18, 2009, the Missile Defense Agency (MDA; full disclosure: I'm an MDA contractor) conducted a landmark test of the Terminal High Altitude Area Defense (THAAD) system.
Lurking less than 1,000 km off the coast of Hawaii, MDA's mobile sea launch platform, the former amphibious assault ship USS Tripoli*, launched a medium range ballistic missile (MRBM) without warning. Seconds later, an unnamed Aegis BMD ship in the area was first to detect the launch with its SPY-1 radar and passed its tracking data to a THAAD interceptor battery on Kauai. Using the Navy's cue, the Army soldiers then directed their own THAAD radar onto the hostile missile, developed a firing solution, and loosed two interceptors seconds apart.
Meanwhile at the edge of space, the inbound threat missile released its warhead.
The first THAAD interceptor identified the warhead and smashed into it. As for the second interceptor, well, that's where things get interesting:
Go read. And use it to annoy the hell out of any friends who make sarcastic comments about 'Star Wars'.