I recall Col. Charles Askins account of using a .357 Magnum Smith & Wesson to kill a German soldier while his crew was retrieving a disabled tank.
As to the metal penetrating bullets made in the 'Twenties and 'Thirties, maybe even into the 'Forties, these bullets had a hardened steel core under the jacket. Winchester sold these as "Hi-Way Master" ammunition.
These were not the same as the metal capped bullets that exposed the lead bearing surface. And during the 'Fifties, the Canadian firm Dominion loaded a .357 Magnum round with a 158 gr. RN full metal jacketed bullet. I bought some of these in the early 'Seventies.