Mars rover Curiosity used a very cool sky crane to land - take a look at the following video (starting around 1:00) to see a visualization of how it works.
(NASA's Mars rover Curiosity sky crane)
Mars Science Laboratory represents the first use of a "soft-landing" technique employed at Mars. The sheer mass of Mars Science Laboratory prevented engineers from using the familiar airbags to deliver their rover safely to the martian surface. As rovers become more capable and carry more instruments, they become larger. So, in order to accommodate this advanced mission, engineers designed a sky-crane method that will lower the rover to the surface.
After the parachute significantly slowed the vehicle and the heatshield (that protected the rover during entry) separated, the descent stage separated from the backshell. Using four steerable engines, the descent stage slowed the nested rover down even further to eliminate the effects of any horizontal winds. When the vehicle slowed to nearly zero velocity, the rover was released from the descent stage. A bridle and "umbilical cord" lowered the rover to the ground. During the lowering, the rover's front mobility system was deployed so that it was essentially ready to rove upon landing. When the on-board computer sensed that touchdown was successful, it cut the bridle.
And, as we now know, this method worked perfectly.
When I first heard about this, I thought about the kite-copter car that Jack Vance created for his terrific 1952 story The Kokod Warriors. It's not a perfect prediction, but it might make you think that there is more to this "sky crane" idea than meets the eye:
The observation vehicle was of that peculiar variety used in conveying a large number of people across rough terrain. The car proper was suspended by a pair of cables from the kite-copter which flew five hundred feet overhead. The operator, seated in the nose of the car, worked pitch and attack by remote control, and so could skim quietly five feet over the ground, hover over waterfalls, ridges, ponds, other areas of scenic beauty with neither noise nor the thrash of driven air to disturb the passengers.