There are two opposite myths. One is that any shot, from any gun, any place on the body, means instant death. This is the movie and television myth.
The second myth, sort of related, is that some calibers/guns are worthless and won't even disturb the victim's lunch, let alone cause discomfort or kill him, but that other calibers/guns will not only kill the victim, but spread the remains over three counties and create a mushroom cloud and a radioactive wasteland.
I choose not to believe any of that kind of nonsense.