Don't cops watch cable TV?
Actually, that's only true with "standard" loads. There are some shotgun specialty loads that are designed to do exactly this, taking out deadbolt locks, and even door hinges. It's typically a frangible, powdered metal projectile that is fired from just a few inches away, and it will take out a deadbolt lock or door hinge, even from 16ga metal doors.
These are typically known as "breaching loads," and are as deadly to humans as a slug.
Mark
That's because they used standard, over the counter ammunition. Door breaching rounds are made with a sintered slug of powdered metal and fired at point blank range from a 12 ga. shotgun. The slug disintegrates on impact and expends all it's kinetic energy on the lock. The shotgun is usually fitted with a tubular "stand off" device which allows the shooter to in effect, put the muzzle right on the lock.
Regards,
GtG
PS If the lock doesn't fall off, use a bigger gun! A .50BMG round will go through 2" of mild steel...