Tungsten shot.

These are the pellets from inside a shotgun shell. Lead shot and bullets have been banned in many areas because they poison the environment. The main substitute materials are steel, bismuth and tungsten. The main advantages of tungsten are that it's very dense, and very hard. The density allows the pellets to fly long distances without slowing down, while the hardness allows the pellets to keep their shape while being accelerated by the powder charge, which increases the muzzle velocity. (When pellets of lead are deformed during acceleration, that deformation absorbs energy which could have gone into acceleration, and furthermore lead only has about half the density of tungsten.)