Stony-iron meteorites are divided into two semi-related groups: mesosiderites and pallasites.
Mesosiderites are a somewhat enigmatic group of generally metal-rich meteorites that have an origin that is hotly debated to this very day. Considered to be deep-mantle material from a differentiated parent body, isotopic studies have shown mesosiderites to be from a different parent body/bodies than most other meteorites, but, as with most statements in meteoritics, there are a few exceptions.
A few recent studies have tied the mesosiderites to the HEDs (and thus 4 Vesta?), but I’m not certain how peer review has dealt with these papers and if the assertions they make are well-regarded. What seems certain is that mesosiderites have ties to at least some basaltic achondrites (Dho 007 and a few others), although their relationship is not as well-resolved as we might like.
Pallasites come from deep within the mantles of differentiated bodies with iron-nickel cores — perhaps even from the core-mantle boundary, itself. They are comprised of varying amounts of Fe-Ni and olivine crystals. Olivine and pyroxene are found deep within differentiated bodies (including the Earth) because they are more dense than most other common minerals. These dense minerals sink to form much of the mantles of these bodies (even Earth’s), even though they are not too commonly seen at the surface.
Approaching the core-mantle boundary, these dense minerals (primarily olivine, in pallasites) become interspersed with metallic Fe-Ni from the outer core, resulting in the spectacular melange you see below.
In reality, these issues are much more complex. I’ll add links to more papers in the near future.