Well I tried a 225gr Hornady out of a 338 Win Mag on deer once. The bullet hit it at under 100 yds, not real sure of the range as I did not and do not own a range finder. Anyway, the bullet just caught the back of the shoulder, I think (?), and didn't need to exit. The off side of the deer just seemed to have disappered! Hell of a lot of blood tho.
Once I got used to shooting the thing, I enjoyed it. But I never shot another game animal with it.