I can tell you from first hand experience that a .40S&W (180 gr Federal Hydrashok) fired from a Glock 22 (4.5 inch barrel) will penetrate the following layers of construction material:
Penetrated a layer of sheet rock first, then a concrete construction breeze block, through a 2x4 framing timber, through another layer of sheet rock, and finally through a layer of bathroom tile. The bullet had lost enough steam by then to be stopped by a plastic shower curtain. Still...I was impressed.
Thats a lot of building material which that 180 grainer was capable of truckin' through.