All three of these questions have to do with unusual units, and they all show just how interesting measurement systems can be!
Bullets come in variety of different calibers. The caliber indicates the diameter of the bullet. Some common calibers include:
For example, you have probably heard of a .22 caliber rifle. In all of these cases the caliber number indicates the diameter of the bullet in inches. So a .25 caliber bullet is a quarter of an inch in diameter. Words like "magnum" and "special" imply that a higher-energy powder is used with the bullet. This page has a lot of information on bullet calibers. It also talks about the gauge of shotgun shells and says that the gauge numbers for a shotgun -- 12 gauge, 14 gauge, etc. -- "are the numbers of lead balls--of diameters equal to the inside diameter of the gun -- that are required to total up to a pound of lead." That's about as weird as units get!
The measurement system for wire is also interesting. AWG stands for "American Wire Gauge" and is a standard in the U.S. for wire diameters. In a house you typically find 10, 12 and 14 gauge wire, and electronics projects typically use 20 gauge wire. Wire gauges run from 000000 gauge, which is about half an inch in diameter, down to 40 gauge which is 0.001 inches (this page has a complete chart). Where did this odd system come from? According to this page, "The higher the AWG number the thinner the wire. This measure stems from the fact that the original measurement represented the number of times the copper wire was run through a wire machine which reduced the diameter of the wire. Thus a 24-gauge wire was thinner than an 18-gauge wire because it was run through a wire machine 6 more times than the 18-gauge wire, reducing the overall diameter." This page has some good information on wire resistance.
Then there is the common "penny" designation used with nails. You can buy nails ranging from twopenny to fiftypenny in the U.S. (represented as 2d or 50d respectively). Why is "d" used instead of "p"? According to this article, "This stems from Roman times. The "d" stood for "denarius", a small coin common throughout the Roman empire." The penny designation can be translated into length, as shown on this page. It's not clear that anyone knows where the penny designation comes from. The World Book encyclopedia suggests that it might have indicated the cost of 100 nails in the 1400's.