Rhodey took off towards the missiles and said "Are you okay to move after that last hit you took? You did after all just get shot into a wall." Tony was armored but it was never easy to watch a friend go sailing through buildings because a normal person would be nine shades of dead after a hit like that, and Tony fortunately was not normal while he was suited up.
"Low to moderate pulse beam. Got it, diverting all available power to thrusters." The War Machine was flying at full speed pursuing the missiles and calculating the trajectory the missiles would need on descent to land in the Hudson River. He made sure there weren't any trash barges coming as he disarmed the missiles and as they sputtered and lost propulsion Rhodey grabbed their tails and dropped them into the river, markings their locations so Tony could get them later.
"Yeah, somethings definitely fishy with all this stuff getting into the wrong hands. These missiles didn't match the identification numbers on the ones stolen from the three SHIELD bases HYDRA leveled last year."