Corrected entry: Every time the Hulk appears, the military always open fire on him with different weapons. Considering that tranquilizer darts and bullets bounce off him, the sonic cannon didn't help and getting him angry increases his strength, they would have finally realised he truly is unstoppable and given up.
Bishop73
9th Oct 2016
The Incredible Hulk (2008)
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Correction: Why do you think they would give up? Bulletproof glass can be shot through if you put enough rounds in it, so they think enough rounds could weaken him in a similar manner. Additionally, they may be firing hoping he has a weak spot somewhere.
Bishop73
When in the bottling plant, Blonsky and the other soldiers open fire on the Hulk but when they do, they see that the bullets bounce off. Their weapons didn't work there so it should be quite clear to them that they wouldn't work at all no matter how many times they face the Hulk.
Not only that but, it's been shown at the beginning of the movie that General Ross has been collecting information about Bruce every time he turns into the Hulk. Even though it's never seen, this information could also include being impervious to bullets when he turns into the Hulk.