One of my favorite loads for plains game in my 375 Ackley Improved is the 250 grain Swift A-Frame at 2800fps. On nearly everything I've shot with it, it's been magic with two exceptions. The first involved a Warthog I shot on the run from no more than 50 yards. The angle was nearly broadside when I fired. The piggy was knocked down, but immediately got up running. I didn't have time for a follow up shot. The Warthog was found dead after a run of perhaps 30 yards. My shot hit it on the shoulder, but then the bullet turned and was found under the skin of the neck on the off side. I felt that this bullet should have given complete penetration, and exited.
The second surprise involved a Zebra that I shot from a solid rest at 130 yards. The PH, farmer, tracker, and I were all in agreement that the Zebra was almost totally broadside. I held on the point of the shoulder, and the Zebra took off running with the herd. We all heard the solid hit of the bullet. We followed the spoor for over an hour, when rain and darkness forced us to give up the track. We went back the next day, and found the stallion still running with his herd, but hanging back. We could see dried blood on the shoulder, and running down its leg. As it took off, I was able to get in a shot with it quartering away at a hard angle, and my shot angled forward and caught the left lung. It died within 100 yards. A post mortem showed that my previous day's shot had indeed hit square on the point of the shoulder, but turned, and exited the center of the chest. What happened?

I've since found a load using 270 grain Barnse X coated bullets that drive at 2925 fps, and shoot into 3/4 inch groups.