OK, In my game I want to do something like crysis that if you shoot on a wall the part where the bullet collides with the wall that part of the wall is destroy. Example:http://www.youtube.com/watch?v=a2UCnblmOMY at 0:09 or at 0:19, as you can see the wall is destroyed depending on where you shoot, the problem of this is that I actually don't know where to start because I don't know if to do this you need to make a script or make something with physics and all that stuff or both so I actually can consider me as a rookie on making this, also I have think that to make this stuff is necessary to have and special object(something like a cube with a mesh divided in many parts), so how can I make it?

Note: please if someone know something of download a wall that has something like this please don't put it, because first I want to make my own walls, and then I actually want to learn who to do this so please don't put something like that as an answer.