Theodore Roosevelt, seeking to return to the White House in 1912, was shot in the chest by a would-be assassin during a campaign speech. He indicated that he was fine, insisted that the shooter not be harmed, and then, with blood running down his shirt, continued his speech for almost an hour before finally seeking medical attention, where X-rays found a bullet lodged in his chest.
Despite this rather badass performance, he was nonetheless defeated in the election.