As the esteemed Victorian surgeon George Henry Makins discovered while attending to the wounded during the Anglo-Boer War in South Africa, the best defense a man could hope for in the face of the then-modern firearm (such as the Martini-Henry, Lee-Enfield, or even the Mausers of the time) was a layer of subcutaneous fat.
I'm being quite serious here. If you were even mildly overweight, as a large number of the members of the British army were at the time, you were much more likely to survive being a shot.
The rifles and bullets at the end of the Victorian era were designed differently than what we're used to today. It was thought that the higher the velocity of the projectile was cranked up, and the more spin from the rifling it had, the more damage would be done to the body. In all actuality, barring a strike to a bone or a vital organ, the bullet left a clean, extremely narrow path through the body. And here's the interesting thing: if there was extra fat in the area, it was pulled into the wound by the bullet, sealing it, preventing real blood loss, and keeping it somewhat clean from infection.
Indeed, you had to be more worried about what you ate or drank than you did about getting shot!
