Actually, I can almost garauntee that the missile came off a jet that flew out of Eglin AFB. You see, Eglin is the location for the Air-to-Air Weapons System Evaluation Program. Every fighter squadron with an air-to-air mission goes there every few years for evaluations of live-fire missile shots and gun engagements. It gives th eaircrews the opportunity to actually target and FIRE a real missile (better the first time is in training, rather than actual combat, so you know what to expect!)
They even fly drones and remote controlled F-4s as the air-to-air targerts for the shots. The exercises are conducted over the Gulf of Mexico (for obvious reasons, don't want debris from blown up targets fallig out of the sky onto the good people of Florida!) There must be DOZENS, if not HUNDREDS of expended missiles (or pieces there of) at the bottom of the gulf. I guess they didn't expect anyone to actually CATCH one in their fifhing net! Damn, now they'll have to go out and change the rules about when and where we can shoot!
I got to shoot an AIM-120 (medium range air-to-air missile) at a target myself one time when I was there. Off the rail like a bottle rocket!!!! Too cool!