I shot a Rat once...I walked in my room and there was a rat right in the center of the room, eating from some packets of Jelly that somehow got left out. I kept a .22 by the door. So, when I saw the rat...I grabbed the rifle and chambered a round.
The rat took right as I fired. The rat went wacko at that point...running around aimlessly. I chambered another round right as it ran under a piece of paper. So, I fired through the paper. The rat ran out and behind my dresser. It never came out...So, I figured it had gotten away.
About a week later...my room really started to stink. Turns out, my first shot took off part of the side of its head, disorienting it. The second shot (through the paper), hit the rat right in its testicles. It died with seconds after running behind the dresser.
I should mention that the rat was in front of my bed, which was made from thick wood and was in front of a wall made of concrete blocks. So, there wasn't much chance of overpenetration. Didn't matter anyways as both shots entered the floor after hitting the rat.
Colibris are great ammunition for such situations...They don't make any noise and the will kill a rat.