what material(s) can magnets not penetrate?
too bad all those are wrong, except for number 2. the only thing that can shield a magnetic field are other ferro-magnetic materials. like iron (I believe nickel and tin will work too). The magnet cannot be touching the metal, or it will essentially be part of it. The magnet must be isolated by something dia-magnetic. like plastic, wood, aluminum, copper, etc.
wood plastic lead granite
The classic magnetic shield material is mu metal. See reference 1.