Yes – on a cosmic timescale, comets hit the Earth frequently, but because they’re largely made of ice rather than solid rock, they tend not to leave obvious craters.
A small comet is more likely than an asteroid to break up as it plunges into Earth’s atmosphere and heats up, often resulting in an explosion called an airburst that can devastate large areas of the landscape, but doesn’t leave a crater.
Perhaps the most famous such event happened over the Russian region of Tunguska in 1908, when an exploding comet flattened some 2,000 square kilometres (770 square miles) of Siberian forest. A comet would have to be pretty big in order to hit the ground intact.