It does! See, for example, http://en.wikipedia.org/wiki/Chicxulub_crater http://en.wikipedia.org/wiki/Chicxulub_crater -- the asteroid that killed the dinosaur

It does! See, for example, http://en.wikipedia.org/wiki/Chicxulub_crater http://en.wikipedia.org/wiki/Chicxulub_crater -- the asteroid that killed the dinosaurs left a very noticeable gravity anomaly, which helped us identify the site as an impact crater.