It's been discussed before elsewhere in these forums, but I thought I'd bring it up here, too, as a reminder for everyone.
Whenever you are installing wiring (either permanent or temporary) and you must pass through (penetrate) a wall, ceiling, floor, or other structural components, building codes will require that the penetrations do not compromise the fire rating of the components.
This means that when you run that wire through that wall, at the very least you must seal the opening to prevent the spread of smoke & flame. Depending on the wall, it may be as simple as sealing the hole with ordinary caulk, or it may require using conduit and intumescent seals. Exactly how you do it will depend on the fire rating and construction of the wall as designed by the architect or engineer and the requirements of your code official.
If the wall or floor has been constructed as a fire barrier (usually identified as such on blueprints), then you may be required to have an engineered plan for sealing penetrations and use special fire-rated materials. Fire ratings are usually listed in protection time; a wall rated for 30 minutes may only require minimal penetration protection; a wall rated for 2 hours will require extensive penetration protection.
Passing a wire through a vent equipped with a smoke damper is a big no-no. In the event of a fire, the wire will prevent the smoke damper from closing properly, allowing the fire to progress much more quickly. Same goes for fire doors (like the ones with the magnetic doorstops that release the door to close when the fire alarm sounds).
Pounding a hole in the wall with a hammer not only makes it nearly impossible to seal properly, it's poor workmanship.