Friends, I shall ask you to be as quiet as possible. I don't know whether you fully understand that I have just been shot; but it takes more than that to kill a Bull Moose. But fortunately I had my manuscript, so you see I was going to make a long speech, and there is a bullet – there is where the bullet went through – and it probably saved me from it going into my heart. The bullet is in me now, so that I cannot make a very long speech, but I will try my best. — Theodore Roosevelt, Address at Milwaukee, Wis., October 14, 1912
Teddy kept right on going for another hour, a bullet lodged in his chest. The bullet hit the edge of his steel glasses cases, went through his 40-page speech, and lodged in his chest.
Afterwards, doctors determined it would be more dangerous to remove the bullet than to leave it in his chest, and so Teddy carried it with him until he died.
Of course, Teddy was a terrierman. See here and here and here.