I also understand that they come in pistol style and pneumatic powered versions.
http://en.wikipedia.org/wiki/Captive_bolt_pistol
Captive Penetrating Bolt Gun Cattle Stunner
Something like this might have caused the "half inch round hole, with no bullet fragments" that was found in the top of Ron Brown's skull.
“In the top of Ron Brown’s skull”
Or no exit wound in Vince Foster? Guess it would be hard to get that in the mouth to penetrate the upper palate though.