We were incredibly lucky for several reasons. First, the area is not too densely populated. If this had happened over Moscow, we would be seeing reports of major casualties. Second, our atmosphere disintegrated the mass before it could impact, causing major damage on the ground and potential dust fallout.
And the last reason we were lucky? The whole thing is caught on tape! Unlike the infamous Tunguska event, there is no mystery to be explained.
That hasn't stopped conspiracy theorists though. Russia Today suggested that the meteor was shot down by Russian Air Defense. Look for anomaly hunting videos to be coming out in the next week "proving" the existence of the missile.