Even gunshots in movies that sound "like the real thing" are compostites and have been manipulated in various ways to "make them sound real". If any of you have actually tried recording gunshots (I've recorded thousands of them in addition to howitzers, machine guns, bombs exploding etc etc), it is next to impossible to capture the true sound of a gun firing by simply sticking a microphone nearby and pressing "record". The dynamic range for starters is simply too wide, and if you reduce the level to accommodate the loudness, the gunshot ends up sounding like a cap pistol. Generally movie gunshots are compostite layers that are recorded at different distances and perspectives, compressed to a degree, equalized and sometimes have other sounds layered on top of the gunshot like ricochets to make the gun sound "meaner". The sounds of bullets whizzing by are made by actually firing at a micorphone downrange, sometimes to the detriment of the microphone if it gets hit by a stray bullet.

Nothing is what it seems in movie sound.