To get the kind of video quality seen in the recently posted high-speed video capture of bullet impacts, you'll need something with 1,000,000 frames per second refresh and capture rate. You'll also need to link that with a lighting system capable of running with it.

Although it's true you can get clear and crisp *still image* capture with relatively inexpensive equipment (really what's necessary is to get an enormous amount of light on the subject at exactly the moment in time necessary to 'show it' to your film or digital imaging media during an amazingly small amount of open aperture time) the real challenge is to get that to happen a million times a second.

The recently posted videos of bullet impact were likely shot on a serial string of cameras too. Even ultra hotrod equipment can only capture a certain number of frames before it either runs off the memory wagon or starts to cook.
At somewhere in the $200kUSD per camera price range, my guess is that there was a multi million dollar rig set up and running for the clips of each bullet path in that video shot by Werner Mehl from Kurzzeit

I'm thinking with that kind of system you'd be able to see the atomization of oil particles spraying off the barrel steel in a taurus cloud kind of effect.
Or not.

I wonder if there's such video on the web somewhere.

Cheers
Tinker