Old phone books used to be fun to see how far a round would penetrate. I suppose a stack of magazines might be a good substitute but I'm not sure if that would be any easier to find now-a-days.
When neighbours are not happy when they hear the whistle-thock of shooting a stack of magazines or thick catalogue, a really good alternative can be had with putting layers of old carpet in a box. I have a 12 x 14 inch box, with a layer of 9mm OSB at the back, and a stack of cut carpet squares totaling three to four inches thick. I have some wood strips across the front that both keep the carpet in place and give me somewhere to tape targets to. After a while the top two or three layers of carpet get chewed up and need replacing, but that is the same with shooting old phone books too.