Custom Model Collider Physics - ParkinT/unity3dlabs GitHub Wiki

If there is a custom model that seems to not respect the physics collision (falls through the floor), we believe - with complex shapes - the "Mesh Collider" attribute 'Convex' must be asserted.

Also, there must be a mesh applied (from the model itself)

Animation and Colliders

Unity3d does not play well with animated meshes. With complex models that contain animation it is better to add primitive shapes as colliders and trigger on them. If you have an animated portion of a model, the collider must be attached to the bone that is responsible. This means, when exporting the model from Max 3DS, you must include the bone with that portion of the model.