While goofing around the internet some time ago I happened upon this sight called Box of Truth which is a site dedicated to "Mythbusting" common myths about bullet calibers and their penetration through certain objects. In these tests the tester sets up different objects and tests how deep the bullets penetrate them. The most popular is of coarse box of truth but I also took interest in Lock of Truth and Buick of truth.
Scroll down to see all the different Tests that were done on different targets I found it very interesting!
http://www.theboxotruth.com/docs/theboxotruth.htm