@OrganicMarble's answer shows some very cool looking historical rocket launches.
What is the smaller structure attached to the booster on the right side, that looks like a "baby rocket"?
Those are the tanks for the "fluid thrust vector control" (TVC) system. There's one on each booster.
(from NASA SX-79) TVC would inject NO4 fluid at different points around the circumference of the nozzle to deflect the flow, which changed the thrust direction enough that a gimbeled nozzle wasn't needed.