When I was an MP, circa 1997, during an evening shooting range session, we were shooting M-16's on a 100 yard range with huge overhead bafflesthat you shot under every 25 yards that absolutely, positively kept you from shooting any higher than about 15 feet up the 35 foot berm, we had a similar incident.
A call came over the radio that a Marine on sentry duty was shot in the calf (approx 1.6 measured miles) from the range, and the Marines were claiming the round escaped our range..
We called B.S. and responded, and arrived and watched an almost perfect 5.56 round that the medic pulled from the wound with medical pliers (don't know the terminology)..
Our first thought was that some Marine was goofing off and shot himself, but if that had been the case, he'd have lost his calf, and the wound looked like someone stabbed him with a pencil..
It was sent the GBI lab and balistically matched to one of the rifles on our range..
I was there, and the round had to have hit a rock near the targets, gone straight-up, and then arced down over a mile away.
I wouldn't have believed it if I hadn't seen it myself..
I'd have to see/hear more on this story...but like I just wrote, I've seen a round do some silly stuff..
And, shortly thereafter, the range was decommissioned..and I see now that the covered shooting areas, baffles and berm are gone, so I assume it is still decommissioned..