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In the old days, they used live rounds.
Apparently, cutting-edge special effects at the time involved using sharpshooters carefully firing close to the actors at nearby set pieces, since squibs were either rare, expensive, or nonexistent.
If I said "James Cagney" and "Cinematic violence," most moviegoers would think "gangster movies," or, possibly, "grapefruit." Personally, what comes to mind first and foremost is "ducking live...
At the time, apparently such things were commonplace.