The World of Targets steel swinging targets from Birchwood Casey seem to hold up well.
At least for .45s and .44s, and they don't cost all that much, either.
Different shaped targets made of thick wood, and hung from a support, do pretty well, too.
Plastic bottles, filled with brightly colored water (food coloring) are always a standby.
Walt Kelly, alias Pogo, sez:
“Don't take life so serious, son, it ain't nohow permanent.”