Once upon a time, I built a wooden box about 4' x 4' x 4', filled it with dirt and used it as a target. I was careful to start at five yards and move back to make sure there was virtually no chance of missing the box. I think 25 yards was about it for a pistol.
Only thing I had to watch is the dirt settling in the box. It would leave a few inches emtpy up top and I had to fill it up every once in a while.
Sand bags will also work.
Eventually the sand bags and the wood get so many holes they stop being effective. The advantage to the box was I could just nail some more plywood to it.