Our range has banned pretty much any "bring your own" targets, save for paper. For the exact reasons others have posted. We have people bring junk out there. The line was drawn last year when someone brought out a bunch of old TV's and computers and shot the crap outta them, and left the guts all over.
However, many of us still bring other "non approved" target media to the range. Generally though, we try to keep it to biodegradable matter. The range owner, thankfully, still abides by the unwritten rule of - "shoot what you want, don't start a fire, don't be stupid like shooting car batteries, and just clean up after yourself"
We also have a strict rule against tannerite now, thanks to idiots that kept blowing up the target stands. I was, however, able to use up my supply early this spring. I asked permission to burn up my supply before the snow melted. 4# of tannerite and a couple hours of building a snowman later, and it started snowing in a 50' area, lol.
If you have them in your area - black walnut trees produce some fantastic reactive targets. On the plus side - if your neighbors are anything like mine, if you ask to pick up a bunch of those little green racquetball looking nasties in the fall, They enthusiastically accept. They'll sometimes even bring you a beer for you trouble!
nice fresh solid (green) black walnut vs .308. Impressive, most impressive.