History of Magic
The Bullet Catch.

The legendary Bullet Catch has been performed many times over the years. The first recorded time was by a French magician named "Coulen", taken from Thomas Beard's "Theatre of God's Judgement", which was first published in 1597. Coincidently "Coulen" was also the first magician to die from doing the effect, as he was reportedly beaten to death with the trick pistol after successfully performing a "Bullet Catch" routine.
The first lady to perform the trick was Annie Wernowe in 1857 and more recently Dorothy Dietrich in America.

The first Englishman to attempt this most dangerous of effects was Astley, the English Hussar.

Chung Lin Soo 1861-1918 At least 14 magicians have died so far attempting the Bullet Catch, probably the most notable being Chung Ling Soo in 1918.

However, there was more recently an incident reported in 1988 where a magician named "Professor Marvo" (Fernande Tejada) was shot dead in Columbia (South America). After successfuly performing the Bullet Catch, a Goldminer named Marco Asprellain leapt up on stage, and thinking it was for real, fired a live bullet at Marvo's mouth yelling "Catch This!".

Sadly Marvo didn't.
"12 Have Died" by Ben Robinson
"Abra", Magazine. August 25th 1990
"M-U-M", August 19th 1919, an article by Houdini, called "New Light on the Bullet Catching Trick"