Their puncture resistant, not puncture proof. You also have a tube inside the tire than can develop a leak even if nothing gets through the tire.
Wal-mart has Bell Airtight brand tubes costing more than normal tubes. These tubes feature rubber three times the thickness of standard tubes. They consequently weight three times more. I use them on my touring bike currently fitted with Panaracer CTX 737 700c X 37 tires. They have been under two other pairs of tires over the last two years and no flats encountered. They do not need airing up every morning and I can do an entire tour of up to two weeks and not add air the entire time. It takes about a month for them to lose 5 lbs. so there well worth the added weight in my opinion (for touring). I would still take a patch kit, extra tube, and tools as there nothing worse than walking a bike, especially when your days away from home or a bike shop.