Some spells at least have force, if they don't hit the target they can destroy what they do hit.
A Killing Curse that Dumbledore avoided hit a statue instead, and destroyed part of the statue.
“Another jet of green light flew from behind the silver shield. This time it was the one-armed centaur, galloping in front of Dumbledore, that took the blast and shattered into a hundred pieces, but before the fragments had even hit the floor, Dumbledore had drawn back his wand and waved it as though brandishing a whip.” - *Harry Potter and the Order of the Phoenix, Chapter 36 (The Only One He Ever Feared)
Another Killing Curse hits a desk and catches it on fire. Then Dumbledore casts a spell that Harry described as having a lot of force behind it.
“By which time I shall be gone, and you will be dead!’ spat Voldemort. He sent another killing curse at Dumbledore but missed, instead hitting the security guard’s desk, which burst into flame.
Dumbledore flicked his own wand: the force of the spell that emanated from it was such that Harry, though shielded by his golden guard, felt his hair stand on end as it passed and this time Voldemort was forced to conjure a shining silver shield out of thin air to deflect it. The spell, whatever it was, caused no visible damage to the shield, though a deep, gong-like note reverberated from it – an oddly chilling sound.” - *Harry Potter and the Order of the Phoenix, Chapter 36 (The Only One He Ever Feared)
Impedimenta also has some force behind it as well.
“Not until somebody in the vicinity yelled ‘Impedimenta!’ and he was knocked over backwards by the force of the spell, did he abandon the attempt to punch every inch of Malfoy he could reach.” - *Harry Potter and the Order of the Phoenix, Chapter 19 (The Lion and the Serpent)
So does Stupefy, since it shattered a cabinet.
The jet of red light flew right over the Death Eater’s shoulder and hit a glass-fronted cabinet on the wall full of variously shaped hour-glasses; the cabinet fell to the floor and burst apart, glass flying everywhere, sprang back up on to the wall, fully mended, then fell down again, and shattered –”
As far as what this means for whether magic and physics are cohesive, they probably aren't.
This doesn't necessarily mean that magic doesn't bend the rules of physics. It just means that spells have enough impact behind them to prevent their being blocked by every little thing in their way, which seems to be the question driving this question.
To answer the implied question, most spells probably can't be blocked by flimsy objects.
The impact behind Avada Kedavra, Stupefy and Impedimenta, at least, would be far too strong to be stopped by a wet piece of paper, or any other fairly small and flimsy objects. Trying to use a wet piece of paper to block a Killing Curse would quite literally be a grave mistake.