At one time a couple of anti-gun organizations actually gave out instructions to their members on how to file false reports about bullets from ranges doing damage. They were told, for example to say that "a bullet hit my house", not "a bullet from the range hit my house." The first is true, even though (like the above post) the woman "fired" it herself with a slingshot. The second might be proved a lie and result in perjury charges or filing a false report.
In this area, a newspaper columnist once claimed that the "super powerful" bullets from "assault rifles" would penetrate the two mile hill that was a range backstop! Some people probably believed the lie.
But, as others have said, it is better if the range is constructed so bullets cannot leave the property; that way there is no problem. But we also have to be alert to the issue at local council meetings and the like, where sometimes the big liars of the antis can get their version in first and get a range closed before anyone else even finds out there is an issue.