Missiles and rockets are devices designed to travel in air or outer space, propelled by the force of expanding gases.
The word missile is a general term for all such devices, especially those designed as weapons. A rocket is a missile that carries its own supply of oxygen or other oxidizing agent, allowing it to operate beyond the earth's atmosphere. (The term rocket is also applied to the engine propelling such a missile. Rocket engines have also been used to power experimental airplanes.) A rocket used to carry a satellite or other object into space is often called a launch vehicle. A missile that obtains its oxygen from the atmosphere is powered by a jet engine and has no special name.
A true missile is not supported in flight by wings, although it may have winglike fins to guide or stabilize it. Pilotless jet- or rocket-powered craft that have supporting wings are actually airplanes, though they are often called missiles.
A true missile, like a bullet or artillery shell, stays aloft only because of its momentum (movement). It differs from a bullet or shell in that it is self-propelled during at least part of its flight. However, once the engine ceases to operate (which happens in most cases a few minutes after launching), a missile behaves in exactly the same way as an artillery shell. (Some missiles, however, have supplementary engines that can be turned on to make course corrections.)