A lot of game physics engines are still pretty bad at this, which is why being able to clip through walls is such a common issue. Even in games where the physics are more or less solid, there are usually many bugs where fixed animations allow clipping through stuff (e.g. cover or hurdle-jumping animations), because those simply don't interact with the physics engine at all - you only need to get to a start point that places the animation's end point out of bounds and be able to trigger the animation.
