I was at the scene of a shooting in which a person was shot twice in the torso with Federal Hydra shok .45 acp. Both rounds penetrated the body and went on down the street.
On another occasion I met a man who had been shot in the torso with a 146 grain mid range wadcutter .38 spl, fired at close range from a 6" K38. It, too, passed completely through the man's body, although without much effect.
In the case of two others, 12 ga. birdshot was fatal at room distance and closer. No penetration occurred.
It seems to make sense to me that a small hunk of lead and/or steel travelling fast enough that the eye can't see it will often times penetrate a bag of water and goop such as a human being. Fortunately, most of the time, when that happens, nothing important gets hit on the other side.
Shooting anywhere but on a safe range is just a risky enterprise. That said, I carry powerful hollowpoint ammo in my handguns, and load my shotgun with buckshot. In an apartment, I'd use birdshot in a 12 gauage, nothing smaller.