Impact dynamics is measured for spherical and cylindrical projectiles of many different densities dropped onto a variety non-cohesive granular media. The results are analyzed in terms of the material-dependent scaling of the inertial and frictional drag contributions to the total stopping force. The inertial drag force scales similar to that in fluids, except that it depends on the internal friction coefficient. The frictional drag force scales as the square-root of the density of granular medium and projectile, and hence cannot be explained by the combination of granular hydrostatic pressure and Coulomb friction law. The combined results provide an explanation for the previously observed penetration depth scaling.