Martian meteorites are the only direct samples from Mars, thus far. Currently, there are a total of 262 individual samples originating from at least 11 ejection events. Geochemical analyses, through techniques that are also used on terrestrial rocks, provide fundamental insights into the bulk composition, differentiation and evolution, mantle heterogeneity, and role of secondary processes, such as aqueous alteration and shock, on Mars. Martian meteorites display a wide range in mineralogy and chemistry, but are predominantly basaltic in composition. Over the past 6 years, the number of martian meteorites recovered has almost doubled allowing for studies that evaluate these meteorites as suites of igneous rocks. However, the martian meteorites represent a biased sampling of the surface of Mars with unknown ejection locations. The geology of Mars cannot be unraveled solely by analyzing these meteorites. Rocks analyzed by rovers on the surface of Mars are of distinct composition to the meteorites, highlighting the importance of Mars missions, especially sample return. The Mars 2020 Perseverance rover will collect and cache—for eventual return to Earth—over 30 diverse surface samples from Jezero crater. These returned samples will allow for Earth‐based state‐of‐the‐art analyses on diverse martian rocks with known field context. The complementary study of returned samples and meteorites will help to constrain the evolution of the martian interior and surface. Here, we review recent findings and advances in the study of martian meteorites and examine how returned samples would complement and enhance our knowledge of Mars.