The AT-AT Walkers are giant quadrapod vehicles that the Empire use to transport and attack with. Seen predominatly in The Empire Strikes Back when the Empire attack the Rebel base on Hoth, they are also seen briefly on Moon of Endor.
The vehicles are heavily protected and a direct attack on the AT-AT Walkers will do no harm, Luke Skywalker suggests to his fellow pilots to go for the legs. Using cables, the Snow Speeder pilots use grappling leads to bring down an AT-AT and then blow it to bits.
In Star Wars - Rogue One, the first spin-off film in the series, the AT-AT Walkers are seen on the ground on Scarif, the Galactic Empire`s research and data facility. A bazooka is used against the head of the AT-AT but it does little damage, all it does it makes its head move. Whereas in the Empire Strikes Back, the casing proved a little too strong for the Snowspeeders, they proved to be weak for the attacking Rebel Alliance craft.
The casings were improved and made strong hence why they were easy to destroy on Scarif but not on Hoth.