There are a few different types of drill bits that can be used to drill through hardened steel. The most common type is the carbide-tipped drill bit, which is made out of a material that is harder than steel. This type of drill bit will usually stay sharp for a longer period of time than other types of drill bits, making it ideal for drilling through tough materials. Another option is a diamond-tipped drill bit, which is also made out of a material that is harder than steel and can stay sharp for an extended period of time.