If it happened in the US there would be an immediate assumption that it was a terrorist attack, even if it just plopped down in a cornfield, and the Pentagon would be invading someone before the first investigators arrived on the site.
Back in the '80s the Norwegians launched a sounding rocket. All the forms had been filled out, but apparently got lost on some bureaucrat's desk in the Kremlin. The launch path looked like a SLBM coming from the North Sea with a trajectory in the general direction of Moscow. The Kremlin wanted to retaliate for the assumed attack immediately of course, but Yeltsin made them wait until the full trajectory had been confirmed. The world had a close call that day. If it had been Washington down-range Reagan would have launched immediately.