:v muskets were mostly deadly because of infections and lead poisoning. The shots easily fragmented which made surgery very, very hard for a civil war period medic to save people. They also hurt like hell too, which is prob why people would fall down after being shot.
If you're shot with a normal, non expanding round fired from, say, a 9mm handgun today, chances are the bullet will go cleanly through you (if you aren't wearing anything thick) and its really not as deadly as it sounds, as long as it doesnt hit any essential organs or blood vessels and you get medical attention fast enough. However, if you're hit with an expanding round or any ammunition with good stopping power, even if it doesnt hit any essential parts, chances are you're going to die from bloodloss and fall down from the pain caused by the horrible wound expanding ammunition can cause. So yea, most of the time, with small caliber rifles and handguns, its more about the ammo and the wound placement then the gun itself.
Anyway, that aside, a game that made guns a fair bit scary was Silent Storm (Sentinels expansion included). Before you started a game, you could turn some options on that made headshots deadly and other things. That, including the fact your characters can permanently die even during random encounters, made the game's guns quite scary. A single, nearly dead enemy soldier could pull out his backup pistol and get a lucky headshot on one of your characters and poof, they're dead forever.