You see a lot of this in any ghost/alternatge dimension episode. I've seen it in SG-1 as well. In fact, my wife and I recently saw "Just Live Heaven" (good movie), and same thing - she walked through walls and furniture, but remained on top of the floor of a second story apartment. (And when she got in a truck, it rocked ever so slightly from her weight.)
Here's one I've wondered about. In "Innerspace", how does Dennis Quaid drink the alcohol, or the shrunken bad guys breath? The body works by elements and particles being a particular size, as so to pass through membranes or join other chemicals.