Good question. Tho a couple of times I have a head scratcher. Last year I shot a 4 pointer from about 50 yds with my 30/30 using 150 GR. CORE-LOKT. I made a shoulder shot, and the little buck ran off. Normally within no more than 80 yds I would expect meat on the ground, but it was not to be. There was a moderate blood trail and I followed it for maybe 2 hundred yds more or less and I find it's stomach hanging from a bush. A little further on a trail of intestines. About 30 yds from the intestines I finally found my deer. This thing had ran an easy 250 Yds and had a gaping hole (soccer ball size)thru which its entrails had obviously passed thru. I was sick that I had gut shot this deer. But while dressing it out I saw that I had indeed hit the mark where I had intended, but that the bullet had somehow deflected and exited thru the same side.
That said . . .I believe what then happened is that somehow the deer snagged himself and ripped the wound open dumping out his insides, and is why there was such a tremendous exit wound.