A martian meteorite is a rock that formed on the planet Mars, was ejected from Mars by the impact of an asteroid or comet, and landed on the Earth. Of over 53,000 meteorites that have been found on Earth, 99 were identified as martian (as of 2011-07-30). These meteorites are thought to be from Mars because they have elemental and isotopic compositions that are similar to rocks and atmosphere gases analyzed by spacecraft on Mars.
Note that this does not refer to meteorites found on Mars, such as Heat Shield Rock.
The most recent Martian meteorite known to have landed on Earth is the Tissint meteorite which fell in July 2011. It is classified as a shergottite-type meteorite.
Read more about Martian Meteorite: History, Composition, Origin, Possible Evidence of Life