Rochester Journal, March 8, 1937
This is an unique story that you'd think there'd be plenty of news coverage on but this is the lone article I could find on the matter. The matter being that 30-year-old Albert Ridge, an Eloise Hospital worker, was shot in the head while driving in late February of 1937.
He heard the shot, felt stunned and pulled over for a minute, then recovered sufficiently enough that only a lingering headache led him to the hospital clinic for a checkup. What physicians found in an x-ray was that he had indeed been shot in the head during the incident.