A NASA space probe launched on 8 August 2001 to collect samples of the solar wind. The spacecraft travelled 1.5 million km towards the Sun to the L1 Lagrangian point of the Earth's orbit where it unfolded collectors to absorb the solar wind ions for 30 months. It then returned to Earth, but the landing parachute failed to deploy and the sample return capsule crashed into the Utah desert on 8 September 2004. However, scientists were able to retrieve some of the samples for study.
http://genesismission.jpl.nasa.gov/ Description of the mission and its results with educational resources and a look at the difficulties of examining such microscopic samples of extraterrestrial material.