Most gun safes have some level of hardplate steel behind the lock itself, just behind the steel of the door. A hardplate is a piece of steel that's gone through a special heating process that gives it a much harder surface. Some companies use a case-hardened steel (alloys infused to the surface) while others use steel that's been hardened all the way through. This material is where this form of lock protection starts.
• Single Plate: This is usually found in entry level safes. Even with the right bit, it'll take some time to drill through this.
• Triple Plate: Just like it sounds, this is three plates of hardened steel. The reason for putting three separate plates together is because as the drill bit tries to penetrate each of them, the layers will shake and rattle, quickly chewing the bit up. It's effective. When going through Underwriters Laboratories' testing, their professional safe crackers couldn't get through the second layer of hard plate.
• Ball Bearing Hardplate: Often found in higher end gun safes, this is a thick hardplate tightly embedded with several ball bearings. If a crook tries to drill into this, he's going to get really frustrated. Either the drill bit is going to snap, or it'll keep spinning forever on the ball bearing.
Some manufacturers put their own modifications on their hard plates. For example, Champion Safes reinforces the most logical drill points of some of their safes with diamond-embedded armor plate, really wearing down any steel bits designed for drilling steel. While these extras can certainly be effective, the principle of having hardplate steel is the same.