The Gang of the Lampshades unloads several anti-tank rifles, a chain-gun, a rocket launcher, an experimental laser cannon, several grenades and a mini-nuke on Amazing Girl, despite her telling them that all that will just phase through her.
A member of the gang charges Amazing Girl bare-handed, despite having just seen her shrug off a cruise missile.
Downplayed: Amazing Girl IS immune to bullets, shotguns shells, rockets and what have you, but the force of the impact still knocks her back.
After running out of bullets, they throw their guns. Then the loot. Then their shoes. Then a kitchen sink.
Alternatively, they throw the gun, then the hero is stunned.
Zig Zagged: Sometimes the villains try to shoot down Amazing Girl, with no effect; sometimes they actually manage to injure her with the appropriate equipment; sometimes she's actually prepared to counter said equipment; and sometimes the villains are just too scared to do anything.
Amazing Girl busts into the bad guys hideout, the bad guys, realizing that can't really do anything to her, drop their guns and surrender.
The crooks split up and run for it, hoping Amazing Girl won't be able to keep track of them all.
Enforced: "The fans of the original series already know that Amazing Girl is immune to bullets, but we needed an impressive way show how unstoppable she really is. You cannot deny that taking a rocket to the face with a smile and going unharmed after it is badass no matter how many times you see it"
Lampshaded: "You know something? For a moment there, I actually thought that'd work."
Deconstructed: The escalating arms race initiated due to the necessity of effective weapons against super-beings leads to a generation of super-criminals capable to decimating the forces of order with extremely ease. There are simply not enough super-heroes capable of stopping this need breed of highly prepared villains.
Reconstructed: In a world where the Super Geniuses are not useless, the standard forces of order eventually get equipped with high-end technology capable of withstanding their enemies' weapons with relative ease. That won't dissuade the most obstinate crooks from shooting, but the good guys will be safe.