I know a guy who built a man portable laser capable of penetrating a couple inches of concrete in one shot. It only had ONE shot per charge, and had a Traveller-sized backpack (some really big capacitor stacks), and a beam diameter of about 2mm. Local cops took it away from him when he shot a hole in the side of the apartment building he lived in while drunk. I don't know if he ever got it back.
I examined the hole - it burned through at a 30° angle or so, and partly through the middle support of the standard concrete block. There was some blowout/spall on the exit side, and from what he said, on the entry side.
That was back in about 1991 or so. So, advances in Capacitor tech can make it practical.