They did a deal on MythBusters a while back with a 007 theme. They were trying to make a propane tank explode by shooting it. They tried plain shells, hollow point, full metal jacket, and incendiary rounds. Nothing would make the tank explode. They came up with the idea that the shell passed through the tank so quickly, that the gasses inside didn't have time to ignite, even with the incendiary rounds. But, not to be outdone, they did use a rpg (i believe) and that made a nice boom.