I can honestly say I have never lost an animal due to bullet construction. Every issue has been attributed to less than optimum shot placement.
I'm not sure I could attest to any being lost due to bullet construction, but I have had occasions where results were less than pleasing due to bullet construction. For example, I have had bullets which were too fragile, and blew up before getting to the important bits, and others which were too tough and didn't seem to expand on the way through sufficiently to kill quickly.
Of course you might retort that this is all still placement: if you know the bullet is a bit fragile, slip it through the ribs and it will blow up inside the chest, and the tough ones would have worked fine if you'd spined or brained them, but I still think that those particular bullets were, if I'm charitable, outside their optimum performance window. Those selfsame fragile bullets were fine on smaller stuff, and the tough ones on bigger and perhaps close stuff.
All that said, I am probably a bit hidebound, as I tend to stick with stuff that works for me. I have had a really good run with various fairly plain-vanilla cup and core softpoints and hollowpoints on deer and pigs and the like, in a range of calibres. Some of these have accounted for lengthy runs of clean one-shot kills - numbers of pigs one after another in a single day often enough. For bigger stuff I like some of the tougher bullets, like Lapua Mega and Woodleigh.
I like to put the animal down right there. Among the shots I like on deer as a result is one to hit the brachial plexus, just behind the shoulderblade and immediately beneath the spine. A bit high and it is a spine shot, and there's major arteries a bit lower. I'm not entirely averse to neck shots either, if the opportunity is there. I will also look at a shot above the heart into the aorta which may also, depending on angle, see involvement of the lungs or other structures. That'll usually put them down pretty quick, where a shot through the heart would see them bolt, albeit usually for a short distance.
We don't have bag limits here, so I am not bothered about losing a bit of shoulder or neck meat if it means the animal drops on the spot. I also, for much the same reason, don't particularly care if the bullet doesn't exit, as long as it has smashed a broad path through important structures before fetching up, and ideally will do so from a wide range of angles. YMMV
