It looks a little different when a bullet slams into metal at 2500-3000 fps, and is caught on video at a million frame-per-second equivalent (the other fps).
The euro 1980s beep-and-bang music may not be to your taste, but these pictures are intriguing from both artistic and scientific points of view. The spalling from metal sheet and plate has to be seen to be believed.
There are a few more videos on the website of the company whose technology appears to have been used to make this one: Kurzzeit.de. The uploader of the video also has a few other high-speed videos, but nothing at a millions frames a second.