Stony-iron meteorites were once part of the transitional phase between the core of a larger asteroid (or a protoplanet) and its outer layers.
After the differentiation of the asteroid into a dense, metallic core and the lighter, rocky crust the asteroid began to slowly cool down. In some parts of the asteroid the silicate-rich melt and the liquid metal mixed so that over time olivine (a magnesium-iron rich, transparent mineral) crystallised within a metal matrix, forming meteorites of spectacular beauty when cut into slices.
Meteorites.org shows a collection of beautiful meteorites which can be acquired on
Sun.org.