Three Kings was good for that - Marky Mark gets a pneumothorax and battles on, albeit having to open the little valve every so often to equalize his chest cavity. His thick mate gets a nick to the shoulder, minimal blood loss, and dies minutes later having just had time to gasp out a dying wish and tell all his mates he loves them (in a non-homoerotic way, naturally).When anyone gets shot, unless they die Instantly, they are in a very bad way - until the bullet is removed by a dodgy doctor or one of their mates using a knife and tweezers, then they make a miraculous recovery.
No bullet ever hits arteries or damages organs or punctures intestines. Removing the bullet instantly returns them to full health. It’s like the bullets are made of kryptonite rather than lead.