That's kinda what Deep Impact did. LRO & LCROSS did something similar, but the problem is that for a larger body, you need an impactor with a fair amount of ene

That's kinda what Deep Impact did. LRO & LCROSS did something similar, but the problem is that for a larger body, you need an impactor with a fair amount of energy before you'd be able to likely generate anything that is observable. Also, there's the planetary protection issue, which makes the design of impactors A LOT more expensive.