Aliens: Colonial Marines was probably not the best game at launch, and one of the problems were various bugs.
In an attempt to fix this, the developers have released a big patch to fix it. Apparently the fixes are slightly different for the PC, Xbox 360, and PS3 versions. But a general gist would be that problems such as bullets flying through doors and more will be a universal fix.
To get directed to the patch notes, check out the platform names above.