Continuity mistake: The book Geronimo steals from the wagon train is red. When he gives it to his wife it is black.
Continuity mistake: When Geronimo and Lt. Gatewood are facing down the posse, Geronimo fires at a posse member with a .50 caliber Sharp's Buffalo rifle, After his shot the camera angle switches to the posse and shows the whiskey jug the posse member is holding explode. The camera then switches back to Geronimo and Lt. Gatewood and both are now armed with Winchester Model 94 Repeating Rifles (incidentally the Model 94 didn't come out until several years after the Geronimo campaign).
Answer: In reality, the bullet probably would have hit the horse, injuring it. Movies tend to gloss over details like that to serve and simplify the plot. Older movies particularly fudged reality, assuming audiences would not notice or care. It is also possible that the bullet was somehow deflected or broke up upon impact.
raywest