This is supposed to be based on an actual event. I think I read it in the old Reader's Digest "Humor in Uniform" Section.

During the Second World war, a congressman's wife was touring military hospitals to cheer up the wounded soldiers. While going through one ward, she came to a soldier who was lying in bed with no bandages showing.

"You seem to be recovering well," the lady said. "Now, where were you wounded?"

"Well," the soldier said uncertainly, as his face began to turn red. He cleared his throat. "That is..."

"It couldn't have been that bad," the congressman's wife persisted. "Now, where were you wounded?"

"Well." the soldier repeated, "I..."

There was an awkward silence, and then the soldier in the next bed turned his head toward the lady and said, "Ma'am, the bullet that hit him, would have missed you."