Before technology allowed filmmakers to create special effects from basically nothing, these effects and stunts created on film were real. Actors never performed in scenes with tennis balls or green screens to create the illusion of an effect, which was added in post-production after filming. This was especially dangerous before production safety measures were invented, because actors did everything themselves, which even included getting shot at by real bullets.
Instead of using squibs or technology, early filmmakers didn’t have access to such tools, so they used actual guns and bullets to create gunfights on screen. Blanks existed during these times, but they only made it look like a gun was being fired, so to simulate a bullet hitting a wall or window, films actually hired someone to shoot a wall or window for real. This also included real cannon fire, so the 1915 film “The Birth of a Nation” actually uses real artillery. Some directors insisted on using real bullets because it looked better, but resulted in a number of fatalities because crew forgot to swap out the real bullets for blanks. Fortunately, this encouraged actors to start the Screen Actors Guild, which protects them from literally being shot at in a movie or TV.