One thing with an actual x-ray I once saw on Steam is
Ski Sniper, where you're on some odd crusade against ski jumpers, and score differently based on where you hit.
Somewhat of a game that puts lots of emphasis on where a bullet goes is
JFK: Reloaded, where your objective is to recreate the JFK assassination as accurately to history as possible. You get a replay with a detailed summary of where the shots travelled.
As far as component-based damage goes, there's:
Men of War and all games based on the same engine. They have a rather detailed ballistic system for vehicles, leading to ricochets, penetrations, killing the crew, disabling individual parts, and being able to repair them. Buildings can also get damaged in parts by explosions. Character damage is pretty basic, though.
Silent Storm. Though not very realistic in what happens to characters, they do get different penalties based on where they get shot. A shot to the head may damage eyesight or hearing, for instance, making it more difficult to locate enemies. Its ballistics system is otherwise pretty detailed for a turn-based shooter, though, with bullets being simulated as they penetrate or destroy walls, ricochet off of harder surfaces at the right angles, and even go through the visors of later-game armour.
Robocraft and similar multiplayer construct-em-up games. You build vehicles out of parts and then have them shoot other player vehicles. Vehicles have some central point you need to hit to destroy them, and otherwise you take them apart, destroying their individual components.
Die by the Sword was a weird sort of Action Adventure game with free-form sword swinging using the mouse, and a rather distributed damage system. Though everything has a health bar, they can also get their limbs lopped off. It hardly slows them down, though, just potentially disarms them.
Rimworld has a pretty detailed health system, where damage to various bodyparts leads to impediments to things like speech, mobility, manipulation, breathing, etc..