Most houses are made of the usual wallboard material which is not bullet resistant at all. There are things in the wall which might have some resistant properties like pipes, but most walls consist of two wall boards and some insulation. You can kick through most walls.
+1 I've shot .177cal pellets through house walls and doors. Just about every self defense weapon that fires a projectile can penetrate though those walls. A shotgun will "over penetrate" just as much as a pistol with self defense loads. Think of it like this. If it can't make it through the wall it probably can't make it through a BG's clothes and flesh. I don't worry so much about "over penetration" if you miss the BG your bullet is going through the wall either way. You should always be aware of what's behind your target either way.