More anecdotes from the Pequot Wars, these from John Mason’s account.

The first demonstrates the low penetrating power of arrows:

I shall mention two or three special Providences that GOD was pleased to vouch safe to Particular Men; viz.two Men, being one Man’s Servants, namely, John Dier and Thomas Stiles, were both of them Shot in the Knots of their Handkerchiefs, being about their Necks, and received no Hurt. Lieutenant Seeley was Shot in the Eyebrow with a flat headed Arrow, the Point turning downwards: I pulled it out my self. Lieutenant Bull had an Arrow Shot into a hard piece of Cheese, having no other Defence : Which may verify the old Saying,
A little Armour would serve if a Man knew where to place it. Many such Providences happened ; some respecting my self ; but since there is none that Witness to them, I shall forbear to mention them.

The second, the power of a musket:

And as we Marched, there were two Indians standing upon a Hill jeering and reviling of us : Mr. Thomas Stanton our Interpreter, Marching at Liberty, desired to make a Shot at them; the Captain demanding of the Indians, What they were? Who said, They were Murtherers: Then the said Stanton having leave, let fly, Shot one of them through both his Thighs; which was to our Wonderment, it being at such a vast distance.

Full text here:
http://digitalcommons.unl.edu/etas/42/