Sailors the world over used to throw a weighted line into the water off of the ship to gauge the depth of the water. This was known as “to sound” or “a sounding”. Basically it was a measurement of the current depth. That is what research rockets usually do…they take measurements. This is why they are often called Sounding Rockets.
Sounding Rockets are sent usually into the upper atmosphere on suborbital flights. During these flights the rocket science payload takes measurements and is gently brought down by parachute. Often these payloads are refurbished and launched again and again. Sounding rockets generally fly to altitudes from 30 miles to 800 miles in a parabolic arc.

Sounding Rocket Flight – image: NASA

Most Sounding Rocket Flights in the US take place at Wallops Flight Facility off the coast of Virginia.
“NASA Goddard Space Flight Center`s Wallops Flight Facility, located on Virginia`s Eastern Shore, was established in 1945 by the National Advisory Committee for Aeronautics, as a center for aeronautic research.
The research and responsibilities of Wallops Flight Facility are centered around the philosophy of providing a fast, low cost, highly flexible and safe response to meet the needs of the United States` aerospace technology interests and science research. The 1000 full-time Civil Service and contractor NASA Wallops employees act as a team to accomplish our mission in the spirit of this philosophy.
NASA also opens its unique facilities to industry for space and aeronautics research. Wallops expects an increase in commercial launch activity in the very near future.” -Wallops Flight Center

Wallops is an suprisingly busy place. Here is their online calendar schedule.

NASA Sounding Rockets

Sounding Rocket Information for Modelers and Researchers: