I don't know why you would so easily assume that it had to be photoshopped; doing it for real would probably be faster+easier than photoshopping it all.
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I got into a discussion on another board about some lady magician.
She does a stage trick where she puts a metal cup in her mouth, and stands on one side of a piece of window glass on stage and an assistant shoots a "bullet" into the cup in her mouth. The glass breaks as the gun is fired. In the TV show that showed this, she does a fake "faint", and then shows the bullet falling out of the cup. The bullet afterwards looks like a lead unjacketed 22LR bullet with its nose mashed over to one side.
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Other people (who were not very familiar with firearms) went to all sorts of wild posibilities of how this all could be faked onstage--but quite honestly, it doesn't have to be. The rifle is a 22LR target rifle shot off a support/tripod, the bullet could be a short-load in a full-length case and you could certainly aim and hit within a 1/2" circle with such a gun at a distance of fifteen feet. It's certainly not the safest hobby, but it's not hardly impossible.
I tried exmplaining that if you had a baseball catcher's mitt on, you could probably "catch" the 22-short bullet without hurting your hand--and some people (most of who had little-to-no experience with "playing" with guns) simply refused to believe it was possible. Too much TV, not enough trigger time is all I could guess....
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