Rockets, bombs, missiles, guns, etc, they test it all. Testing weapons for the U.S. Navy would be a fun job, as this video clearly proves.
U.S. Navy SysCom NAVAIR (Naval Air Systems Command) has a division in California called the Naval Air Warfare Center (NAWC).
The NAWC has a Weapons Division which operates two weapons-testing ranges in California: China Lake and Point Mugu.
China Lake (land ranges) is in the Mojave Desert. Their R-2508 complex is 1.1 million acres with a 10,000-square foot runway.
They have a large target inventory: fixed bulls-eyes, mannequins, structural, vehicle, etc.
Point Mugu (sea ranges) is 260,000 acres of the Pacific Ocean, off the coast of Los Angeles.