I used to live near Dalghrin, VA (spelled that wrong)... well they do large cannon testing there. Some very large projectiles and some very small ones.
They shoot them out over the Potomac River... it's the small ones you gatta watch. The large ones reacted just like a large one would, as you'd expect. Large boom and they dont go very far.
The small ones however... you would see this blur of something moving across the skyline very fast... then you would see a rooster tail of water behind it... then about 5-10 seconds later you would feel this wave of something hit you. But the explosion wasn't that loud. There would be very little splash too.
It was quite awesome to see.