AMMO - oddly beautiful cross section photos of ammunition by Sabine Pearlman, taken in a WWII bunker. The io9 write-up has Redditor identification of the cartridges.
"Not only did the .30-30 go through, but this is you." Ballistics expert Paul Harrell demonstrates the stopping power of various objects. [more inside]
The gyrojet pistol (video) - a handgun firing 13mm rocket ammunition, was an attempt to revolutionise gun design in the 1960s. Around a thousand were produced, and some may have seen use in Vietnam. Rifle and carbine versions were also produced. Design problems meant that it never seriously competed conventional firearms, but there is a modern attempt to revive the concept.
Sheetrock (drywall) doesn't slow any round down much. If you shoot in the house, walls will not stop any serious round. Insulation doesn't help. Metal front doors provide concealment, not cover - they won't stop bullets. "How hard is it to shoot off a lock?" Answer: Very hard. The .44 Magnum, "the most powerful handgun in the world and capable of blowing your head clean off", according to Dirty Harry, penetrates standard issue fragmentation body armour "like an ex-wife through your life savings."