For people getting shot on bare skin in movies, special effects makeup artists use a combination of techniques, including prosthetics, specialized makeup products, and compressed air rigs
For shots on bare skin, artists often create custom prosthetic pieces to be applied directly to the actor's skin.
A compressed air rig, or "air cannon," is a safer alternative to pyrotechnics for creating the effect of blood erupting from a wound. The device uses a blast of compressed air to push fake blood out of a hidden tube.
Concealment – The tube is discreetly taped to the actor's body, and the rig is controlled by a technician off-camera.
Activation – The technician releases the compressed air on cue, timed to the gunshot sound effect.