Here is a quote from their website, and the link...
http://mythbustersresults.com/episode85
An oven door can stop bullets.
busted
The oven door failed to stop .38 caliber rounds, .357 magnum rounds, and shotgun shells. The only exception was that the .22 caliber pistol rounds were unable to pierce the steel part of the oven door.
Bullets can explode with lethal force if they are stored inside a hot oven.
busted
The Mythbusters placed a .22 caliber, .44 caliber, and .50 caliber bullet inside an oven. All of the bullets exploded once the oven was hot enough, but none of them were able to penetrate the oven. Without a gun barrel to contain and direct the propellant gases, the bullets did not develop enough speed to pierce the glass or steel portions of the oven. The shell casings actually caused more damage than the bullets.
A gun can fire a bullet with lethal force if stored inside a hot oven.
confirmed
The Mythbusters placed a loaded .38 caliber revolver inside a hot oven pointing towards the oven door. Once the temperature was high enough, the gun automatically discharged and sent the bullet out of the oven, which could potentially kill anybody who happened to be standing in front of the oven.
Bullets thrown into an open fire can explode with lethal force.
busted
The Mythbusters dropped a box of bullets with varying calibers directly into an open fire. While many of the bullets immediately discharged,, it appeared that none of the bullets could be lethal. Like the oven test, most of the damage was being dealt by the shell casings, which could not travel fast enough to be lethal.