All through the 13th to the 15th Centuries there were reports of many rocket experiments. For example, Joanes de Fontana of Italy designed a surface-rurning, rocket-powered torpedo for setting enemy ships on fire

This archival image was released as part of a gallery comparing JPL's past and present, commemorating the 80th anniversary of NASA's Jet Propulsion Laboratory on Oct. 31, 2016. During World War II, the Jet Propulsion Laboratory had a contract with the U.S. Army to develop rocket torpedoes. This picture from August 1944 shows the test facility, known as the "Tow Channel." It was used for storage for many years before being torn out to make space for the Earth and Space Science Laboratory (Building 300) and the Microdevices Laboratory (Building 302). http://photojournal.jpl.nasa.gov/catalog/PIA21124