Ha - I had a 4 inch nail go through the side of a mountain bike tyre once, then through both sides of the inner tube, and out of the other side of the tyre. The tyre stayed pumped up! The only reason that I knew that the nail was there was because it was catching on the seat stays as the wheel rotated.
I have absolutely no idea how a nail could find its way through like that, and even less idea why the tube didn't go flat ...