Why does my bullet go through objects at a close range. The speed of the bullet is at 2,000 mph.
This is typical of physics simulations. The problem is that at one physics step the bullet is in front of the object and the next physics step the bullet is behind it, so the physics engine never detected a collision.
The best way to simulate very fast bullets is with ray casts instead of physical objects.
How would a make a ray cast that acts as a bullets collision?
I would suggest looking into the FPS tutorial. They use raycasts instead of physical bullets in the tutorial. You will find some useful scripts as well.
Could one of you show me an example?
Do the FPS Tutorial.