An interesting theory narrated by Boris Karloff.

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On YouTube there is a Paul Daniels Magic Show 1982 program that includes him interviewing Jack Grossman, one of the two riflemen assistants to Chung Ling Soo, who fired his gun at Chung in the fateful performance. The interview takes place 2.56 minutes into the program and then at 33.52 minutes, Paul Daniels recreates the famous Chung Ling Soo bullet catch act. Use the player slider to fast forward to these approximate times. To see the show click HERE.