Perhaps equally exciting is that the inertial navigation system on the SR-71 is calibrated by looking through a telescope at stars in broad daylight. Apparently quite simple, but still cool.
It's the same way with ICBMs. Once they've gone ballistic they look up at the stars to get their bearings. Then they switch to their gyroscope to guide themselves in. It makes sense, in a chilling way: you can't rely on radio signals like GPS, because in a nuclear exchange your satellites are likely to be destroyed or jammed. You can't rely on surface features because in a nuclear apocalypse those might be changing too. The only things that can be trusted to work are the gyroscope and the stars. And the payload.
(In case you're wondering, I know this because I was wiki-ing around after my iphone's accelerometer went nuts to figure out how state-of-the-art gyroscopes worked. Turns out that there's a special type of gyroscope, the Ring Laser Gyroscope, which uses relativity and interference patterns to achieve ~0 drift. RLGs were developed for ICBMs.)
It is a dreadful poesy to think that the last stargazer from this planet might have been a robotic rocket, looking up once at the fixed stars for all of humanity before ending it.