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To add to this a bit more:
Generally, if you want to shoot a lock (or door frame hinges) off, you use a shotgun with special breaching rounds.
Various forms of these have been and still are used by various Militaries, but more often SWAT or equivalent type units.
The general video gamey / movie portrayal of how this works is usually wildly exaggerated / inaccurate though, usually with pistols at moderate ranges.
Conceivably you might also be able take a door lock/hinges apart with an anti materiel rifle, but this would be wildly impractical.
I think the idea of just shooting the lock off came about from the idea that our character had nothing else available. Like what average street criminal goes about with breaching rounds? And in the movies its often in a pinch. Breaching rounds are used by military and swat because they are equiped and prepared for that possibility, just like a professional theif is equiped with lock picking tools instead of a glock (or at least their glock isn't used on the locks).
The default scenario that comes to mind when I think of shooting a locked door open is to put a bunch of bullets into the door around the latch and then kicking the door to smash the now-weakened latched part off. That seems like a reasonable approach to me, especially as a desperation maneuver.
If hinges are on the outside, in most cases you can just pull the pins out with pliers. Or a small hammer and a screwdriver to act as a drive punch. That's why most exterior doors swing in (hinges on the inside) rather than out.
My favorite cliche under that umbrella is people shooting chains to cause something to fall. Chains are strong as all get out, round, and they're hanging. Shooting a big heavy chain might just clean some corporation off.