In early 2020 Rocket Lab successfully completed a mid-air recovery demonstration of an Electron test article.
Proof of concept that RocketLab can do a booster sky catch with this Mid-Air Recovery Demo. There have been a few people saying it was crazy, but there is nothing new has been done many times before. Peter Beck basically said when they announced they will be hopefully reusing their boosters, the Sky Catch was the easy part.
Getting the booster through what they call the wall, and then slowing it down before deploying any chutes in one piece is the hard part.