Our studies of elementary particles have concluded that there are four fundamental interactions between them, and, as all matter is composed ultimately of elementary particles all matter is governed by these four. The strength of the fundamental interactions is given by the coupling constants which are constants multiplying the integrals which describe the probability of interaction. These integrals are read off the shorthand of Feynman diagrams.
Of the four forces, the ones we live in everyday are gravity and electromagnetism. Electromagnetism is a much stronger interaction than gravity and it controls all matter and interactions, from the keyboard I am typing on to the clouds in the sky, all the physics descriptions emerge from these two fundamental forces. The strong and weak are for high energies and small distances.
How a photon, an elementary particle of light, and there are zillions of photons in any light wave, interacts with matter depends on the atomic structure of matter. When the wavelength is large it sees the collective field and scatters or is absorbed in collective crystal structures. As the wavelength gets shorter the holes in the crystals can be seen, by X-rays , for example. By the time one reaches the very short wavelength of gamma rays the nuclear structure can be seen. This is what macroscopically affects the effective interactions. It is connected with energy through the E=h*nu of the photons but it is the wavelength that makes the difference in penetration.