AR NUT,
       COUPLE OF DIFFERENT WAYS TO TACKLE THIS,FIRST AND SIMPLEST IS JUST USE CARBIDE STEEL BIT`S, NEXT WOULD BE HEATING THE AREA, NEXT WOULD BE IS GRIND THRU THE SURFACE HARDENED SKIN. IF HIGH SPEED BIT`S ARE ONLY IN YOUR BUDGET OR CARBIDE IS NOT READILY AVILABLE,
YOU CAN USE HIGH SPEED STEEL BITS, BACK YOUR SPEED DOWN TO AVOID GLAZING,GO SLOW AND USE PLENTY OF CUTTING OIL.

RON KONTOWSKY
ACTIONS BY R.A.K. CUSTOM GUNSMITHING

Along the lines of the heating idea mentioned in the previous post, in the "machinist bedside
reader" series of books, to heat hardened
steel in a small spot for drilling (instead of using a torch which may heat too large an area), they mention chucking a piece of drill rod (with a flat end) into a chuck, and applying
pressure while it turns against the work - the friction
will generate a lot of heat, and eventually
the contact spot will glow red - you let it
cool slowly then drill. Now I have never tried
this but the person who suggested this tip
used it to drill a hole through a file
for some application...

lots of pressure, 125 rpm max and some oil. avoid heat it will change the metallurgy of the peice. Also heat may even make it harder to go through unless you know the exact metalurgical make up the material. I drill hole through steel almost everyday on the job, and through just about every type of metal. Just remember Slow, Hard and a little lubrication.
Please excuse the falic sounding instructions

yes, it will depend upon whether the steel is air, oil,or water hardened, and at what temperature it was hardened and "drawn" at, as to whether or not heating and aircooling it will help.

Quoted: Anyone know what the best way is to drill through hardened steel?  Do you use a special bit? Thanks

Need to know some more variables....what size hole? What are you drilling? What type of equipment do you have to work with?

Since I'm a Tool & Die maker I have to modify hardened tool steel all the time thats on the 58-62 Rc. What I use are carbide tipped concrete drill bits. You will need a very solid setup since carbide does not like movement or bending. Slow speed around 200 rpm, lots of force and a lot of chip clearing. I use my own little mixture for the oil. Standard sulpher based cutting oil with some tapmatic cutting fluid about a 40:1 ratio.

Rick

If it's really hard, EDM

Speed is everything.The faster you go,the more your drill bit will heat up,the more the bit heats up the faster it anneals and gets dull.

Go slow and use some time of lubricant----cutting oil,wd40 etc