"The Mars Exploration Rover Opportunity has been studying a lot of meteorites. That made me wonder, why study meteorites on Mars when we can study them in hand on Earth? How are Mars meteorites interesting?"
I had help on this question from cosmochemist Meenakshi Wadhwa.
NASA / JPL-Caltech / Cornell / Astro0 of unmannedspaceflight.com / rover model by Maas Digital / Block Island image by Stuart Atkinson
Opportunity at Block Island
An artist's impression superimposes Opportunity onto the Martian landscape near the iron-nickel meteorite Block Island, which is the largest meteorite that either of the two rovers has found to date.
It's true that it's far easier to study meteorites on Earth than on Mars. Opportunity examines the meteorites it finds on Mars not to learn more about meteorites, but to learn more about Mars.
The meteorites at Meridiani Planum have, in all likelihood, been sitting there for a very long time. During that time, they have interacted chemically and geologically with the surface and near-surface atmosphere, so their current composition can tell us about chemical behavior on Mars.
One of the meteorites, a metallic one named Block Island, has given us an important clue to Mars' past just by virtue of its large size. At the current thickness of Mars' atmosphere, a meteorite the size of Block Island would have disintegrated into much smaller fragments on impact with the Martian surface. So the meteorite must have fallen at a time when Mars had a significantly thicker atmosphere that would have decelerated the meteorite, slowing its crash into the ground.
Also, Opportunity's chemical analysis instruments observed varying composition on different parts of Block Island, which may indicate different states of alteration. Since meteorites are a fairly well-studied class of objects, we know a lot about what the starting composition must have been, so the current chemical composition can provide important clues to the chemistry that has operated on the Red Planet since the meteorite fell.