Seems like I remember a story years ago about a CCW holder in Texas that popped a would be murderer with a 357 Mag. One of his shots went wild and killed an innocent bystander-the guy went to prison for that, IIRC.
Most likely an urban legend. According to the laws of most, if not all, states, so long as the shooting was justified, any third parties injured or killed are considered the fault of the criminal, not the justified shooter, regardless of who fired the bullet.
