Then you have the infamously insane director Cecil B. DeMille (not his only appearance on the list, by the way), who had blanks available to him but thought live ammunition looked more realistic. For the 1915 film The Captive, he wanted a scene wherein some soldiers shoot their way through a door with real bullets, because it would look cool as hell. Then for the next scene, they were to rush inside and continue the shootout with blanks. Want to guess what happened?
Hint: Think Brandon Lee in The Crow.
Yep, somebody forgot to swap out the real bullets and an actor got fucking killed.
In the decades to come, "squibs" to simulate bullet strikes were around but still expensive, and action movies began to run ads boasting that they'd used real bullets, the same way Tom Cruise movies now go on and on about how he does his own stunts. The studios would hire marksmen, and they'd have to carefully plan shots so that actors weren't at risk even from a ricochet.
In William Wellman's 1931 gangster film The Public Enemy, James Cagney (and everyone else on set) swears they shot up this corner a split second after he ducked around it ...
Apparently they really had it out for Cagney.