Hay bales.
Elkshed

Here is what I did,you have to put a little money into it, but it is sure to stop your arrows from passing through. I built a very sturdy frame out of 4X4 uprights 6 feet apart and 2x8s for cross members. I then went to my local horse supply store and bought two horse mats. These are about 1" thick,4' by 6'rubber mats meant for horses to stand on, very seriuos mats. ($35 a piece.) I then secured the mats to the framework with 2" coarse threaded wood screws every two inches on the uprights and to the cross members. I even went as far as to make a 4'X8' "roof" to help keep my targets out of the rain. The top of the frame is high enough to walk under, wide enough that I really never worry about missing that bad, and just for fun, I tried to shot an arrow through the mats. The arrow stopped about a quarter of the way through. I am shooting a 390 grain arrow at 300fps. Like I said, you'll end up spending some cash, but it will last forever if you anchor it 24" deep in concrete like I did.

Hey bales will just rip your fletchings to shreds.

Friend of mine who got me into archery back in the early 90's made one of these and it works great and it's inexpensive to maintain.