As stated above, sometimes the shotgun (pump action in my experience) will do no damage to a target at close range.
I was shot 4 times from 3 feet away and didn't even bleed or turn grey.
I recorded it:
https://www.youtube.com/watch?v=SVih9gNhe3A&list=UU7DgPtZ-Vd9eHWO5Fbpkwsg