If you have a very level shooting area, the snow will gently stop a bullet. I've done it with .357's, 308 Win and a .243.
You will see grooves cut in the snow where there is a slight rise, holes in the snow where there is a rift. Then the tracks get closer and closer and THERE's the bullet sitting on top of the snow! Encrusted with ice crystals and in perfect shape from having been slowed down gently.
We did that in Iowa - on a river - after it was below -10F for three weeks to freeze the river.