The question now arises that how much thickness of these materials should be used to prevent radiation from leaking out into the atmosphere? If you just compare it with the amount of thickness of typical steel plate required for preventing a powerful bullet from going across it you are in for a surprise. Although I am not a weapons expert but I know for sure that for stopping ordinary bullets a few mm of steel plate should be sufficient and a few cm of plate should be sufficient to stop even the most powerful of guns.
You might wonder that if such a thickness is required for a bullet which is quite bulky and dangerous, then only a couple of mm should be sufficient for humble intangible rays and neutrons but if you think so you are utterly wrong. A typical reactor core would require an inner lining which is of the order of nearly half a meter thickness of steel (don't gasp for breath).
The icing on the cake is that even this much thick steel is not considered entire safe. It is further reinforced by using a few meters of concrete to make it safer. This should give you an idea about how powerful these radiations are and their penetrating capability.
It is also interesting to note that the amount of radiation to which human beings could be exposed safely without causing any harm to the body is expressed in units of rad and rem which give the amount of absorbed radiation from different perspectives.