I think Caitlyn's Ultimate "Ace in the Hole" should fire through targets if they are killed by the bullet.
Ex. Low health Soraka and a Low health Ez. Caitlyn locks in on Ez, but Soraka walks in the way to block the bullet. The bullet should fire through Soraka and still kill Ez.
I think a change like this would really add to Caitlyn's identity as a sniper.
Edit: Of course the bullet should scale down in damage with each champion it passes through.