Allied projectiles will go through Reinhardt's shield without difficulty. There is no friendly fire in Overwatch, but your own splash damage abilities can hurt yourself (Junkrat and Pharah most notably).

Also note that there are a couple of enemy projectiles that penetrate his shield, see this question for a complete list: [Does Reinhardt's shield block all abilities?][1]

The actual players can also pass through the shield without difficulty, both enemies and allies.

  [1]: https://gaming.stackexchange.com/questions/264451/does-reinhardts-shield-block-all-abilities