The "bullet" was never found. The FBI searched Ft. Marcy Park for weeks and came up empty.
It is entirely possible he was not killed by a bullet at all. (An ice pick is one theory I have heard.)
He was shot in the mouth. Almost no blood at the scene, which forensic people will tell you is simply not possible for that type of death.
Also, if memory serves, Vince Foster's suit was covered in carpet fibers, from head to toe.