If that adjacent object is free of any other forces, then no, the machine does not exert a force on it! This is a wonderful question, because it points toward many of the issues concerning energy and work. The bottom line is this: if some object is truly free moving (no other forces on it), it will move along at constant velocity without anything having to push on it. For example, if your car were truly free moving (no friction or air resistance), then it would coast forever on a level surface and the engine wouldn't have to do anything. You could even put the car in neutral and turn off the engine. The only reason that you need an engine to keep pushing the car forward is because friction and air resistance push the car backwards.
The second question first: no, an object can accelerate without going faster. In fact, a stopping object is accelerating! If an accelerating object can speed up or slow down, it can certainly maintain a constant speed. If you swing a ball around in a circle on a string, that ball is accelerating all the time but its speed isn't changing.
Now the first question: for the space shuttle to reach orbit, it needs an additional force in the upward direction. It obtains that force by pushing exhaust gas downward so that the exhaust gas pushes it upward. During the time when it's heading toward orbit, it's not falling because it has an extra upward force on it. However, the Space Shuttle can leave its orbit and head off into outer space by traveling faster than it normally does. It acquires this increased speed by firing its rocket engines again. Its usual speed keeps it traveling in a circle near the earth's surface. If it went a bit faster, its path wouldn't be bent downward as much and it would travel more in a straight line and away from the earth. It would still be falling toward the earth (meaning that it would still be accelerating toward the earth), but its inertia would carry it farther away from the earth. If the Shuttle had enough speed, it would travel to the depths of space before the earth had time to slow its escape and bring it back.
Probably not. If the penny were to fall sideways, so that it had as little air resistance as possible, it would reach about 280 km/h (175 mph). That speed ought to be enough to drive the penny into the car if its top were thin enough. However, studies have shown (see http://www.urbanlegends.com/science/penny_falling_impact.html) that coins tumble as they fall and experience substantial air resistance. As a result, you could probably catch a falling penny in your hand, although it might sting a bit. A falling ballpoint pen, because of its aerodynamic shape, is another matter.
Sure it would. The fired bullet will only hit the ground at the same time as the dropped bullet if the fired bullet is shot exactly horizontally. If you fire the bullet at the ground, then it starts out with an enormous downward component to its velocity. The falling bullet doesn't have this initial downward component to its velocity and never catches up.
Yes. The fired bullet may travel farther, but it will fall just as quickly as the dropped bullet and they'll hit the ground at the same moment. This effect explains why you must aim above the target when shooting at something far away. The faster the bullet travels to the target, the less it will drop. An arrow travels slowly enough that it will fall a considerable distance en route. You must aim quite high when shooting an arrow.
As long as the mass isn't so concentrated that the laws of general relativity become important, the object won't feel any gravity at all. The forces from opposite sides of the surrounding mass will cancel exactly. For example, if you were at the center of the earth in a large spherical opening, you would be perfectly weightless. The force from the north side of the earth would balance the force from the south side. This effect is quite remarkable and depends on the fact that gravity becomes weaker as the inverse square of the distance separating two objects. That way, even if you aren't in the exact center of the earth, the forces still cancel.
Actually, as you stand on the end of the board or as you push off from its end, you are pushing on the board and it is pushing back on you. The forces you exert on one another are exactly equal in amount but opposite in direction. That observation is called Newton's third law of motion and is the real meaning behind the phrase "for every action there is a reaction."
If you shot the bullet horizontally, it really would hit the ground at the same time as the bullet you simply dropped. During the firing, the bullet would accelerate like crazy, but only horizontally. It would leave the gun with a velocity that was only in the horizontal direction. With no forces pushing on it horizontally after that (we'll neglect air resistance), the bullet will make steady progress downfield. But at the same time, it will begin to fall. The vertical component of its velocity will gradually increase in the downward direction as it falls. Like the dropped bullet, it will drift downward faster and faster and the two will hit the ground together.
When the space shuttle circles the earth, it's experiencing only one force: the force of gravity. As a result, it's perpetually accelerating toward the earth's center. If it weren't moving initially, it would begin to descend faster and faster until...splat. But it is moving sideways initially at an enormous speed. While it accelerates downward, that acceleration merely deflects its sideways velocity slightly downward. Instead of heading off into space, it heads a little downward. But it never hits the earth's surface. Instead, it arcs past the horizon and keeps accelerating toward the center of the earth. In short, it orbits the earth—constantly accelerating toward the earth but never getting there.
If the ground is level and there were no air resistance, the answer would be no. The flight of the ball is perfectly symmetric. It rises to a maximum height in a parabolic arc and then returns to the ground as the continuation of that same parabolic arc.
However, if the ground isn't level, then the angle it hits the ground at might be different. For example, if you toss a ball almost horizontally off a cliff, it will hit the ground almost vertically. Horizontal and vertical are two very different directions.
Air resistance also tends to slow a ball's motion and it's particularly effective at stopping the downfield component of its velocity. Gravity makes sure that the ball descends quickly, but there is no force to keep the ball moving downfield against air resistance. The result is that balls tend to drop more sharply toward the ground. When you hit a baseball into the outfield, it may leave your bat at a shallow angle but it will drop pretty vertically toward the person catching it.
Finally, if the ball is spinning, it can obtain special forces from the air called lift forces. These forces can deflect its path in complicated ways and are responsible for curve balls in baseball, slices and hooks in golf, and topspin effects in tennis.