actually, the 9mm pistol (in the "Best Defense" series show) displayed the greatest penetration through the multiple sheetrock double walls. The .45 cal tended to drop considerably. The .223 round fired from the rifle began to tumble after impact, losing energy as it hit each consecutive sheetrock panel. The 00 buckshot had high rate of penetration and tight pattern, whereas the #7 birdshot had very low penetration through the 4th panel of sheetrock. The test was done with 3-4 foot square sections of sheetrock wall (using 2x4 construction with sheetrock on both sides), spaced at distances to simulate a typical home layout with a hallway seperating various rooms.
Great stuff on the Outdoor Channel - Wednesday Night At The Range is 4 hours of non-stop gun fun.