Building penetration loss is a vital parameter for radio- system design in wireless communication. In this paper, measurement results of penetration loss are presented for two typical materials used for building construction such as glass and wood. The measurements were conducted over a wide frequency range from the centimeter-wave band to the millimeter-wave band (i.e., from 2 GHz to 74 GHz). This range spans frequency bands under consideration for application to 5G communication systems. The measurement results show that the material penetration losses present an apparent frequency dependency characterized by an average slope with a "semi-periodic" variability. This dependency may be explained theoretically explained by electromagnetic propagation theory including multiple internal reflections. Based on the measurements and theoretical analysis, penetration loss models are provided for glass and wood materials.