Stevedog13: I don't know where to get it, and it doesn't work right on newer systems. I have my original disc and use an old XP machine to play it, but if you can ever get your hands on it, the original Project IGI it has this mechanic. You can shoot through doors, walls and wooden floors.
Here is a quick story of how awesome the game can be.
I was infiltrating an enemy base. I hacked into the security system and temporarily disabled the cameras. I then began "eliminating" the guard patrols. The cameras came back on during this time, but I had already shot an destroyed most of them so I felt I could continue safely. I came upon a guard shack with one hostile inside. I took up a nice safe position and switched to my sniper rifle, I could have used a lesser weapon but I wanted to drop him fast. When shot some guards retaliate and others go for the alarm, there is usually an alarm button in every guard shack and I wasn't taking any chances. What I didn't know was that there was still an active camera pointed right at that guard. When the glass shattered and he collapsed the alarm sounded anyway. A few of the door in the complex opened and a heavily armed security detail began converging on me. I fired and ran. After a brief fire fight I found an unoccupied building and took refuge inside. I was hoping to bottleneck them in the doorway but nobody came in. I remembered that I had access to a live satellite feed of the area so I looked at that. I could identify the building I was in and saw that a guard was standing outside the door with his weapon at the ready. That sneaky SOB had the same idea that I did. So I lined up with where he was out side and emptied a full magazine into the wooden door. I was rewarded with the sound of a groan and of something heavy collapsing to the ground. I checked the sattelite image again and saw the guard sprawled out on the ground. Now that it was safe I opened the door and continued my mission.
One of my favorite games ever!
FYI You can buy this game on Gamersgate (or at least you could last year). Also someone coded a patch for modern systems that I used to finish the game on windows 7 just a few months ago.