Now in Blender Game Engine in 2.79, and previously in other components, I've frequently encountered situations where a seemingly closed container still lets other physics objects through. For example, in this model, I made a number of intersecting planes that are static physics objects. There are no gaps between the edges or at the corners. Indeed, with the overlap there is extra plane overhanging the edge of the box. I've also tried specifying collision bounds, including a larger margin. Nonetheless, other objects keep going right through the box.
How can I make a closed container in Blender?