“Shooting through” is a familiar and popular concept with bowhunters, but shooting through game with bullets can lead to problems, as this video from Blaser clearly shows.

Co-lateral damage might be tolerated in war, but hunters sure don't want it. What's the cause and how do you prevent it?

First, realize that fast-flying projectiles are out of human control once they're unleashed. Not only can you not call them back, but you can't even guarantee where they'll go or how they'll behave en route. Even the most accurate rifle can suddenly, unannounced, fling a wild shot. This is rare and almost always the result of severe damage to the rifle, scope mounts or scope itself, but worth remembering. If your rifle, shotgun, muzzleloader or handgun suffers a major blow, check it and its point of impact.
    
But even when rifles are shooting spot-on, there is this problem of bullet break-up and pass-through. Break-up happens when relatively fragile “cup-and-core” bullets  and even some monolithic (all copper with expanding petals) slugs break into smaller pieces after hitting bone. Pass-throughs usually occur with harder bullets like bonded core, partitions and monolithics such as Barnes X, Nosler E-Tip, Winchester Power Core 95/5 and the like.
    
The point is, you never know what might happen downrange, and unless you have multiple tags, you could find yourself well over the bag limit ... or worse. Thus the need for extreme caution. Know what's behind and to the sides of your target animal. Know your bullet type and how it typically reacts upon striking game.