Magmas that rise through the crust relatively quickly can incorporate pieces of all of the rocks they pass through. Magmas with deep origins, therefore, can bring up pieces of the lower crust, or in some cases, even the mantle.
The mantle xenoliths I have in my office are from Kilbourne Hole, a maar in New Mexico that is part of the Pleistocene Potrillo Volcanic field. Maars are explosive volcanoes that form when magma flash heats groundwater. In the case of Kilbourne Hole, a basaltic magma carrying pieces of the lower crust and mantle erupted sometime between 80 and 17 thousand years ago. The xenoliths are medium to coarse grained peridotites, with P-T-ometery suggesting origin depths up to 67 km (Thompson et al., 2005). One of the things I always think about with chunks of the mantle is how odd our perspective is as geologists. I like to show these rocks off, even to non-geologists, because they are odd-looking and distinct. But, if you assume that some flavor of peridotite (or related olivine- and pyroxene-rich ultramafic rocks) makes up the entire mantle, then this is volumetrically the most abundant lithology on earth. Most of us make our living studying the dynamics of the outermost scum of the planet. The lithologies we regard as common, ones that I wouldn't even bother displaying on my window ledge, are really some of the rarest. It is just our limited surficial perspective that makes mantle rocks seem rare, and granites or shales seem abundant. There are of course good reasons for this, but it always sticks in my head.
First, a field map (taken from Thompson et al., 2005.) I collected these rocks on a field trip in 1996 while in college. We spent two weeks going up and down the Rio Grande Rift. Kilbourne Hole is on the west side of the rift, where the obvious rift features start to give way to the Basin and Range province. The xenoliths occur as volcanic bombs, often with thin basalt crusts. Collecting the xenoliths is pretty simple, you basically walk around on the rim of the crater, picking up bomb shaped items, and cracking them open. Well worth the drive if you are in the area.
And a google maps view, you can see Kilbourne Hole as the bluish splotch in the middle of the field of view. The Potrillo Volcanic field includes the big pockmarked region to the west of Kilbourne Hole. Las Cruces is the city in the northeast part of the view, at the intersection of the interstates. Las Cruces is the home of the Whole Enchilada Fiesta. Man, I miss mexican food.
Now the mantle peridotite xenoliths!
Thompson, R.N., Ottley, C.J., Smith, P.M, Pearson, D.G., Dickin, A.P, Morrison, M.A., Leat, P.T., and Gibson, S.A., 2005, Source of the Quaternary Alkalic Basalts, Picrites and Basanites of the Potrillo Volcanic Field, New Mexico, USA: Lithosphere or Convecting Mantle? Journal of Petrology, v. 46, n. 8, pp. 1603-1643; doi:10.1093/petrology/egi028. Available here.