Generally speaking, rockets are launched over sparsely populated or uninhabited areas for exactly that reason.
The US, for example, launches mostly from Cape Canaveral, which is on Florida’s Atlantic coast. Rockets generally track east-northeast or east-southeast after launch, depending on the intended orbital inclination. Radio messages are broadcast prior to launch warning ships away from the rocket’s downrange trajectory to reduce the risk of a booster falling on someone’s head. The boosters fall into the ocean.
The Soviet Union launched from Baikonur Cosmodrome in Kazakhstan. Rockets again tracked over sparsely inhabited desert (if I’m reading Google Maps correctly).
The Soviet government being as secretive about literally everything as it was, I can only assume that any known inhabitants in harm’s way would have been warned prior to launch–but then again, the Soviet Government’s track record on human rights could charitably be described as “no fucks given,” so who knows?
Launches (US and Europe launchers) typically happen from a location where the discarded stages can fall in the ocean, and before a launch that area is cleared and people are warned to not enter. A similar thing is done in Russia’s but over uninhabited desert. And China just… Doesn’t really give a shit so their stuff falls near remote villages all the time.
And stages discarded at higher altitudes burn up on reentry.
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