So, I made a bunch of spheres (they don't bounce yet) that are supposed to fall and hit the plane beneath them, and stop. All of them, big and small, do exactly that... except one. This one keeps falling right through the plane. First I changed all the physics in the physics tab to make it work, and when nothing changed, I deleted that one, copied directly off of another ball, and placed it where it was supposed to go. And it fell through. Its an exact copy of the other one. Does Shift-D only copy the physical properties of something, and I was just unaware of this?
I've been having the same problem with objects falling through a cube surface even with a box collider. This post - Why is this passive rigid body allowing objects to pass through it? - has a really helpful comment from @satishgoda. If you go into the Scene tab in the Properties window, and increase the Steps per Second (I needed 300 steps) that should help prevent some of your smaller objects from falling through.
There are a few things that could go wrong. Here are some common problems:
- Plane isn't "solid" try using a cube or the Solidify modifier
- Bounding volume isn't "box" for the floor
- Bounding volume isn't "sphere" for the spheres
Here is a short YouTube video I made where it worked in 2.76. I hope it helps.