I remember one crashing down in my back garden, and it scared the living SHIT out of my cats. Made me jump too. The light/flame had gone out a few yards back, and it started to descend, and I only saw it 4 or 5 seconds before it landed. So I proper jumped!
Luckily my cats were OK quite quickly, but when my friend's horse was spooked by one a couple of years back, her horse bolted down the field, jumped over the fence and ended up in the road in front of a lorry coming down the road.
The lorry managed to swerve and avoid the horse, but my friend could have ended up having her put to sleep if she had been hit. (Her horse was OK by the way...)
BUT...
They do need banning.