Sometimes you just want to do a lot of damage. A close combat missile is a unit designed to strike really hard one time before it gets killed. Such a unit should have a striking range of at least 12 steps and deliver at least 10 dice of damage. It generally takes a full turn to deploy the missile-- push to move twice, regroup, and then attack-- but your opponent absolutely must destroy it before it does any more damage.
The original close-combat missile is the Sword of Damocles. The Sword has a speed of 5, and has Hustle, allowing it to push for an additional 7. It has 11 base attack dice, but in an all-Egyptian army, the Hellenic Pride ability gives it a bonus of 4, for a total of 15 attack dice. This means it does a mean damage of 10 hits, enough to render any target formation useless.

The Sword of Damocles uses the alternate-stat Charging Hoplite (the Hoplite Recruit) to get its speed and the special ability of Darius of Pontus to get its attack power. You can use Centaur Chargers instead to get the speed. This nets you an extra attack die when you strike due to the Aggressive special ability, and gives the unit Specialized, which adds still another die against Mixed or Irregular units. The resulting unit is the Sword of Doom.

The Sword of Doom costs nearly twice as much as the Sword of Damocles. In exchange for that extra cost you get 4 more defense dice, 2 extra steps to your striking range, and a possibility of 2 more attack dice. In addition, you have 3 good sides to work with, which makes it easier to get the unit in a good position when attacking.
The defense dice matter: with even 1 Centaur Charger on the base in addition to Darius of Pontus, you can attack with 9 dice (though odds are you can only move one step before doing it). It's a personal choice whether the extra cost is worth it, but there are few things more wonderful than being able to roll 17 attack dice, so you should take the chance at least once.
The Sword of Damocles is the original close-combat missile, but it is possible to construct other, less powerful attack units with a similar purpose.
If you are trying to build an all-Greek army, the Sword of Achilles is a good choice. This delivers 11 attack dice when it hits, so you have a 27% chance of activating Achilles' Power at a Price. That means that if you use the unit against an opposing formation with a commander, you have one chance in four of being able to down the commander before the regular damage is dealt.

Instead of Achilles you can use a Cyclops. The Cyclops has one less attack die, but it is an uncommon unit and you can deploy more than one in your army. The Sword of the Cyclops uses this strategy. To make it easier to deploy two of this unit in your army, it uses 5 Hoplite Recruits and 5 Hoplite Javelineer Recruits rather than 10 Recruits.

In any close combat situation, a Death Touch prior to the attack is useful to reduce the opponent's defense. This is the basis of the Sword of Isis. To get the necessary number of attack dice, it uses the Xiongnu Skirmisher as the base figure, since the Skirmisher has a slightly higher attack per peg than the Centaur Charger or the Hoplite Recruit.. The standard approach for this unit is to push to move twice, use Death Touch, and then attack. If you have order points left over, you regroup for defense to keep the unit alive as long as possible.

The basic Han close-combat missile is the Bolt of Doom. This unit gets its speed from the alternate-stat Terracotta Strikers. Its attack power comes from a combination of three Goryo and the commander Chen Xiaotang. The Goryo can lob a Fireburst before the attack, and then you can hit with 12 dice. Since a 12-die attack has a mean damage of 7 and the Fireburst has a guaranteed damage of 3, this gives the unit a total damage potential equivalent to the Sword of Damocles.

A slightly less powerful-- and also cheaper-- variant is the Bolt of Fire, which eliminates the commander figure. Unlike the Bolt of Doom, you can deploy multiple Bolt of Fires. On average it will do 1.5 fewer points of damage.

The cavalry-based alternative is the Bolt of Thunder. Here, Harianago is the commander providing the extra attack dice, but you also have Good Fortune increasing the damage. The normal attack is 11 dice, but if you are deploying an all-Han army, then against a non-Han target you get 2 bonus dice from Xenophobic. The resulting attack has an expected damage of 9.

The Romans have an advantage with units of this sort, because they can put Hustle onto any formation just by adding two Priestesses of Bellona. This is the basis of the Flying Axe, which combines the Priestesses with a unit of Gauls (Gallic Berserker A and Gallic Berserker B). The unit has only 11 attack dice, but it also has Charger, which means you save an order point when you attack with it.

The Burning Axe eschews the Charger in favor of Fireburst, replacing three of the Gauls with Priestesses of Vulcan. It still attacks with 11 dice, but can add 3 damage from the Fireburst attack at the cost of an extra order point.

For the same build cost you can alternatively deploy the Axe of Pride. This unit uses Vercingetorix and a pair of Infantry Centurions to boost the total number of attack dice to 13. Against a Mixed or Irregular unit, this would be boosted by the Specialized icons to 15 dice, the same as the Sword of Damocles.

The cavalry-based alternative is the Equestrian Axe. This attacks with 10 dice normally and 12 when the target is infantry or artillery.

Close-combat missiles use the full power of formations to produce units that can deliver a high-end punch from outside the standard striking range of an artillery unit. Such units die quickly, but they can deliver crippling damage, making them a significant threat to your opponents. While they cannot rack up victory points like Turtles, they are a great deal of fun, and that's important too.