You think that's true for those boxes? Because they always break where the nails should be, so you really have the single boards it's made of. One possibility how they did this could be that they have several connection types (as you can use yourself in Garry's Mod) like welds (which break after a certain amount of damage done to them, which you can adjust), sliders, ropes and hinges. Maybe they do that to the objects, too: Each object is divided into "subobjects" which are connected in one of these ways, and when hit, break.

This doesn't explain how they do it for the glass, but maybe it's like you say, or maybe... maybe it's even scripted or the Source engine has something especially for breaking glass effects...