Actually, pretty often, we just don't have cameras and detection equipment everywhere, so when a sonic boom-inducing event like in the Ural mountains of Russia occurs, it is big news. It blew out windows and injured hundreds.
The scariest part; the Chelyabinsk region a thousand miles east of Moscow is home to not just factories and homes, but also a nuclear power plant and the Mayak atomic waste storage and treatment center.
Dr. Geert Barentsen, astronomer in the UK, notes these are not uncommon - for all we might be paranoid about military surveillance, they are the ones tasked with searching for and monitoring threats from space (yes, Americans, if aliens invade you will expect the thing 50% of you hate to save you) and pulls up some data gathered by them through 2002.
The answer: every few minutes we get them, really but they disintegrate. Bigger ones like in Russia today are only every few months or even years. If they don't hit in a populated area, it wouldn't be known outside the military, though.
Link: Geert's Research
Check out his detailed, interesting examination - How frequently do large meteoroids hit us?
H/T Caleb Scharf