Almost always, shooting someone in the head is going to kill them, because the brain contains your consciousness and everything you think about, and what tells your body how to move and what to do allowing it to function.
In fiction, dismissing a Boom, Headshot as Only a Flesh Wound is exclusively the domain of a Badass and shows just how much of a Determinator or Made of Iron a character is. Sometimes the injury will be Handwaved as a lot less serious than it looked, and sometimes it will merely be implied that the character is just that tough.
In real life, in relatively rare cases people actually have survived a bullet to the brain, though it usually comes down to luck and the poor velocity of the bullet, rather than badassery. Slightly more common are cases where a bullet has lodged in the skull. There are very rare cases of someone surviving with their personality intact - most with brain injuries have their abilities and personality altered.
May be defied with a Double Tap. Then again, maybe not.
Note: This trope only applies to people who have no special powers other than the Rule of Cool. If they can regenerate or have some otherbullet-defying superpower, it belongs elsewhere.
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Anime and Manga
In Monster, Johan Liebert is shot in the head at the beginning of the series. He survives, but only because elite neurosurgeon Dr. Kenzo Tenma operates on him. The series does point out how hard it is to safely remove a bullet to the skull though, and points out that Dr. Tenma is the only one in the entire hospital (an enormous complex) who can do it.
At the very end of the series, he's shot in the head once more, and again survives thanks to Tenma.
Not to mention that he may've remained with his consciousness intact on the latter occasion as well.
If the newly-found Meiji Government actually bothered to check the corpse of the assassin they shot in the head and then set on fire, they wouldn't have to deal with supreme Social Darwinist warlord Shishio Makoto ten years later.
Accelerator of A Certain Magical Index. Ordinarily his ridiculous powers would have redirected the bullet, but he was very occupied with using them in other ways at the time. He survives thanks to the actions of an elite doctor, but suffers severe brain damage: he cannot speak, walk, or use his powers without assistance.
Invoked in Master Keaton, where a man threatening to kill himself is told by the negotiator the police sent that with the gun he's using and position he's holding it (pointed inward at the temple) he's far more likely to just give himself crippling brain damage than cause his own death. If he really wanted to guarantee his own death he'll have to point it down his mouth toward the base of his brain.
None other than Bean Bandit from Riding Bean, who takes one right between the eyes from Semmerling, followed by being rammed into another car with her car. This would have killed an ordinary man at least twice over, but for the Made of Iron Bean, all the headshot accomplishes is scrambling his brains a bit, which get unscrambled when she rams him. And it ultimately has little effect on him, as evidenced when he proceeds to shoulder-check her car and lift the damned thing right off its front wheels when she tries to ram him again!
He was wearing a bullet-proof headband.
In Puella Magi Madoka Magica The Movie: Rebellion, while fighting Mami, Homura suddenly shoots herself in the head. As Magical Girls can only die when their Soul Gems are destroyed, it only hurts a lot before she regenerates. Mami is so shocked that it allows Homura to get the advantage.
The Joker was shot in the head by an unhinged police officer dressed as Batman. While he had to go through some physical therapy, the event just switched him to a different brand of crazy.
One-shot villainess "The Absence" takes it to an absurd degree - because of a very exaggerated case of Dandy Walker Syndrome, the bullet shot through her forehead but missed her brain completely, leaving a softball-sized hole drilled through her skull.
The Punisher MAX version of Bullseye had four bullet scars on his head. Most of them were probably the result of opponents aiming for the "bull's eye" tattoo on his forehead, but it was implied that his insanity and resulting career choice may have been due to brain damage from the first head shot.
The Batgirl villain Gretel was shot in the head without it killing her, and in fact it wound up unlocking a psychic power she didn't know she had that allowed her to control other people.
Dwight is shot in the face but not only survives with a bit of surgery, he stays conscious.
There is the case of Jackie Boy whose gun exploded, sending the slide into his forehead. He remained alive long enough that the assassin Miho, chopped his head off to finish the job.
She didn't quite chop his head off, she made a Pez dispenser out of him.
In a Savage Dragon storyarc, Dragon had to share his body with a human detective as a result of story far too long to explain here. The detective was shot in the head by a criminal, resulting in the Dragon taking over the body and healing the hole through the head. While this was the sort of thing Dragon could survive due to his powers, they were not so sure about his friend. Fortunately, he pulled through.
One Daredevil story arc ended with The Kingpin being shot at point blank range by Echo, in revenge for killing her father. The last page of the story reveals that he lived through it, but has been rendered temporarily blind. In general, the Kingpin often has the benefits of Kevlard.
Denny O'Neill's run on The Question ends its first issue with Vic Sage being shot in the head at point-blank range by the gross assassin, Baby Gun. Luckily for Sage, Gun's chosen weapon is comparatively small-calibre, so the slug is stopped by his skull and deflected away from his brain. (After that, Sage only has to contend with the severe beating that he's taken from Lady Shiva and being dumped into the river. Tellingly, the next time that we see him, he's in intensive care.)
Transformers: Last Stand of the Wreckers has the AdorkableAscended Fanboy Ironfist, who conspicuously has a bullet hole in his head for the entire run of the comic. The Transformers: Mosaic "Dead Men's Boots" has very dark Foreshadowing as to why that hole is there. Ironfist developed a bullet that automatically targets Transformer brains, but his prototype was sabotaged by a rival and he was shot in a lab accident. The perfected models are later shown to be veryeffective. Subverted in that while he was not immediately killed by the shot since the prototype was not perfected, he will inevitably suffer a Time-Delayed Death. He keeps on going with his work and the mission in spite of this. Amusingly, he's probably the least hardcore Wrecker ever in the entire history of the team, being less "badass" and more "one of the The Knights Who Say Squee."
In Spotlight: Hardhead, Hardhead takes a plasma blast in the face from a Brainwashed and Crazy Nightbeat, which is the sort of thing that should typically kill a Transformer. True to form for the series, it turns out that 'Hardhead' is a Meaningful Name, and all he has to show for being shot in the face is a small, smoking hole squarely in his visor. Leads to a combination of Mood Whiplash and Crowning Moment of Funny, after which he promptly ignores having been shot in the face.
Happens in The X-Files: Fight the Future. It's Handwaved by saying the bullet only grazed Mulder's skull, although that's a little odd since he was shot at point blank range. In any case, as soon as he wakes up a couple hours later he escapes the hospital, and within 48 hours he's off to Antarctica to carry his partner out of a massive underground alien spacecraft on foot.
Machete has two examples; Machete himself survived a bullet in the brain some time prior to start of the film while Luz is shot through the eye and is back on her feet in no time (it isn't directly stated that the bullet went into her brain but given the range and the size of the gun it seems pretty likely it did.)
The Bride survives a bullet in the head from Bill himself in Kill Bill, though it does put her in a coma for four years.
Renard in The World Is Not Enough not only survived a bullet in the brain but actually gained a superpower: he can't feel pain. Admittedly it is slowly killing him but still, pretty cool. One can presume he was already badass enough not to injure himself (which is a constant danger in real life for pain-insensitive people). Really it is a case of Blessed with Suck, since not only is he unable to feel pain, he's unable to feel anything, including his girlfriend.
MI6 has admitted that they are unsure how it didn't kill him, but he apparently lived long enough to make it to a doctor who did the rest. Presumably, he would have died had he not sought treatment.
Narrowly averted in The Quick and the Dead, when Spotted Horse, who boasts that he "cannot be killed by a bullet," is shot in the forehead by Cort; he briefly raises his gun arm in the air before he finally expires.
In Traffic, an assassin discusses why he prefers bombs: "I don't really like guns. You shoot someone in the head three times and some pinche doctor will keep them alive."
In Fight Club, the narrator survives a self-inflicted gunshot to the head, though it looks like it mostly hit him in the jaw. In the book, it's more clearly stated that he shoots himself through a hole in his cheek rather than in the head.
One of the many wounds sustained by Alex Murphy before he becomes the title character of RoboCop (1987) is a bullet to the head. Miraculously, his brain is mostly intact, but all his memories of his former self are lost.
In The Girl Who Played With Fire, Lisbeth survives this. And then digs herself out of her own grave to attack the man who shot her with an axe. It is explicitly a very low-power gun, the bullet is explicitly still halfway in the skull, and there's plenty of medical work done afterwards, but when all is said and done, there isn't even any noticeable brain damage.
Jerome Wireman from Stephen King book Duma Key is a realistic treatment of this. He survived a suicide attempt where he shot himself in the head, and it subsequently left him with a damaged psyche, chronic pain and the inability to read for longer than a minute or two at a time with blinding headaches, among other effects. Midway through the book, he loses sight in one eye because the bullet is still inside and still moving, and has begun interfering with his optic center in his brain.
In the Andrew Vachss Burke book Dead and Gone, this happens to Burke. He's out of it for a while afterwards and the eye the bullet went through is pretty much useless now.
In The Adventure Of The Dancing Men Hilton Cubitt has been shot through the heart and died instantly, his wife supposedly shot herself through the brain, but fully recovered in several months. Or so Watson was told.
In The Once and Future King, the Orkney children are told the story about a king who, while fighting in a war, had a projectile embedded in his head. He managed to survive, because of where it hit, but was warned never to get worked up about anything because the stress might cause it to kill him. He heeded this advice until he received word that Jesus was being crucified, at which point he furiously ran to defend his Lord and Savior and fell over dead. This serves as foreshadowing for how Gawain later dies...
Live Action TV
A variant in CSI: Miami when Delko was shot in the head by a nail gun. And back on the job a couple weeks later. In reality, the nail probably would have done nearly as much damage as a bullet when you think about it.
In CSI: NY episode "Hearts of Glass" it was eventually determines a woman with a headache actually has a bullet lodged in her skull from when her husband tried to kill her while she was asleep. She slept through it and took a shower on waking up, so there was no blood. Needless to say, the shooter was stumped.
Subverted in Supernatural when Bobby is shot in the head, and while he had a chance at survival, he died in the hospital.
Captain Horatio Hornblower R.N., "The Even Chance": Jack Simpson, a sick, twisted bully of a midshipman, shot Horatio in the head during their Boarding Party of a French ship. Luckily, Horatio was shot from a rather big distance and it was not too deep a wound. However, Horatio fell from a mast to the water, and good, faithful sailor Finch jumped for him and saved his life. Finch lampshades that 'Tis Only a Bullet in the Brain by saying that wounds in the head bleed terribly bad and that it must hurt like the devil, but he's sure Mr Hornblower will mend.
Max Payne is shot in the head by Vladimir in the second game but survives. Also, Mona Sax takes a bullet to the head in the original game. Both cases are lampshaded several times in MP2. Both times it seems that the bullet just grazed them. Mona, though, is vague about how she survived; the game, however, is not. Essentially pure luck. She was shot in the head, and while the bullet didn't kill her at that time, it remained lodged in her head.
The Courier in Fallout: New Vegas is shot in the head at close range, twice, and buried in a shallow grave at the very beginning of the game. Naturally, being the Player Character, they get better, though some quick work on the part of an escort robot and the local doctor, along with being the Fallout universe, could affect the outcome. Amusingly, if the player sets their characters intelligence stat to 1, Doc Mitchell will blame it on brain damage.
Due to the way damage works in Metal Gear Solid 3, it's entirely possible to go through the game with various foreign objects (usually but not limited to, bullets) lodged in various limbs. Most obvious is against The Fear, who uses arrows, and yes, they can hit Snake's head and not kill him.
And if you don't remove them and let the wound heal naturally for the rest of the game, Snake has an arrow sticking out of him.
4 classes (the Demoman, the Pyro, the Soldier, and the Heavy) are able to survive headshots unless they are decently charged; a fully charged headshot can still take out even a Heavy being overhealed by a Medic. But if the Heavy takes out an unlock called the Fists of Steel, he can easily survive any sort of headshot; however, melee attacks also do more while the fists are out.
Snipers equipped with the Croc-o-Style kit cannot be killed by headshots, which instead leave them with one hitpoint remaining no matter how healthy he was before, though if they already have exactly one hit point it's still lethal.
In 1978, a young woman named Leslie Worther, working as a cashier at an isolated 7-Eleven in one of the more rural areas of Orange County, Florida, was shot in the back of the head twice (and stabbed in the abdomen once) during a robbery. After the robbers left her store, she called the police for help. Then she sat down and waited for nearly ten minutes for help to arrive. She survived her wounds and is still alive today. Only in Florida.
Chumbawamba have a song about the Real Life "El Fusilado", who survived an entire firing squad's worth of bullets to the chest and a Coup de Grâce to the head. In later life, he toured with the Ripley's Believe It or Not show.
Simo Häyhä, the famous Cold Sniper, was finally dispatched when the last man left of a counter-sniper team sent against him managed to shoot him in the head with a shot that took off half his face. Häyhä managed to maintain consciousness long enough to kill his attacker, survived the war, and lived until the age of 96.
There are also tales of people surviving brain impalement via other means (such as a steel bar). The most famous case is probably Phineas Gage, who survived despite his tamping iron being driven right through his skull by an explosion. He lived for more than a decade after the accident, although friends remarked that his personality (and skill in math) had changed so greatly that he was no longer recognisable as the man he had been. However, by the end of his life his character largely recovered to the point that he was able to live with his family again, demonstrating the survivability and adaptability of human brain.
Press Secretary James Brady was shot in the head during John Hinckley's assassination attempt on Ronald Reagan. He survived and became a noted advocate for gun control; the "Brady Bill", instituting background checks on gun purchases, was named after him.
Arizona Representative Gabrielle Giffords was shot in the head during a shooting spree at a constituent meet-and-greet. Seven months later, she entered the US House of Representatives to a standing ovation to cast a critical vote. Seven months for being shot in the head!
This Marine managed to survive an Afghan sniper's attempt to shoot him in the head, the Kevlar helmet deflecting the bullet just enough that it didn't go straight into his brain. It was, however, mere millimeters away from hitting his spinal column and opening several major arteries.
There is a story that has appeared online a couple of times, about a man who gets out of bed one morning and heads down to his kitchen to commit suicide. He holds a revolver to the side of his head (a lower caliber type, like a .32) and fires. When his wife comes down a little while later, she finds him at the table eating cereal, with a hole through his head and no recollection of the event.
There was a story in a magazine in England a few years ago about a woman who was shot while trying to escape an attacker. She was apparently halfway up a fence she was trying to climb over when he shot her several times in the back and in the head. She survived because the gun he was using had been stored improperly in a garden shed and the damp had caused the bullets to fire at a reduced velocity.
There is a story of a suicide attempt with a nail gun leaving the man with amnesia about the whole event. However, terrible headaches soon brought him to hospital. Luckily the hospital didn't have an MRI machine and they X-rayed him instead.
A suicide attempt with a nail gun had the man shooting himself in the head ten times. He survived. Which just goes to show that despite what computer games may tell you, nail guns really suck as weapons. The x-ray published on some news sites showed that the nails were too short and barely pierced his skull without reaching the brain.
Russian field marshal Kutuzov survived a musket ball in one of his early Turkish campaigns, when he was just a Colonel Badass. The bullet pierced his head temple-to-cheek, glancing his brain, and the wound was initially thought to be fatal. Surprisingly, he completely recovered with nothing worse to wear than splitting headaches after he used his right eye, injured by a bullet, for more than a couple of minutes. Because of this he had to wear an eyepatch that led to the popular myth about him being one-eyed. And then, probably just to finally prove that he was Nigh Invulnerable, he was injured a second time in the same placewith the same result.
Ludwig van Beethoven's nephew attempted suicide by shooting himself in the head, and survived.
Ladislav Stroupeznicky, a Czech playwright from nineteenth century, felt Driven to Suicide and shot himself in the head. He survived, but he blasted his nose off and had to wear a fake one from wax.