The thing that completely takes me out of the movie / show whenever I see it is people who get knocked backwards by bullets / shotgun blasts. The maximum amount of momentum transferred by a bullet or pack of shotgun pellets is the same amount as the shove it gives to the shooter's hands or shoulder.

If it's in a Chinese Gun Fu, Wire Fu, Gun Wuxia type movie where everything is slightly fantastical, I can accept it as a kind of over-the-top element of that style. But, it really bothers me when it happens in something that's otherwise fairly realistic.