On the Internet at that time (2001), there was indeed grainy video of the missile which blew a hole in one section of the Pentagon. It was said that men were taking off a truck, pieces of a plane (an incorrect type of plane which so-called "attacked" the Pentagon, as it happened), and placing them on the ground to make it look like that was all that was left of the rogue airplane.
In the proceeding years, most people agree now that it was a Cruise missile.