Some weapons do use GPS. The Joint Direct Attack Munition, the US's most common "smart bomb", is GPS-dependent. There's an inertial backup, but it's not that good. With GPS, it can hit a bunker or an artillery emplacement or a parked vehicle. Without GPS, small targets are out.
DARPA has been working on small, low-cost inertial systems with enough accuracy to remove GPS dependence. Exactly how good those systems are and which weapons systems now use them is not talked about much. Here's the project poster.[1] This is an improved form of MEMS accelerometers and gyros, not new physics. DARPA has a project for that, too, but the near term goal is small, cheap, and disposable for munitions.
There's much current interest in weapons which combine gun, bomb, and missile technology to boost range. Bombs with a small jet engine and wings for extra range exist. Both the US and Russia have them. Artillery rounds with a rocket upper stage are becoming available. The general idea is to have stuff you can shoot into heavily defended territory.[2]
[1] https://eri-summit.darpa.mil/docs/ERIsummit2020/posters/25_P...