I can't seem to go a week without seeing my friend Dan Durda popping up on TV or someplace. He's an astronomer, currently on loan to NASA, and he specializes in asteroids. For quite some time he has looked for a class of asteroids called Vulcanoids, a group of rocks that orbit the Sun inside Mercury's orbit. It's not known if these things even exist, but if they do they'll be very interesting. That close to the Sun, all the lighter molecules like water will have burned off, leaving any Vulcanoid rich in metals.
Dan is interviewed (along with other astronomers) in this short clip on MSNBC's website (I had some trouble embedding this, so if it doesn't work, try the direct link).
On a related note, my e-friend Bill Arnett runs theNine Eight Planets website, and he has a short but cool writeup on the mythical inter-Mercurial planet Vulcan. I think historical stories about wild goose chases like that are really fun to read about.