Yeah the femoral artery. It's very large, and supplies all the blood to your legs and that's a lotta blood. But like movies show a guy hit in the shoulder and he shrugs it off and stuff? Very unlikely too. Bullets fragment, and there's also a TON of large blood vessels in the shoulder, not to mention the complexity of the shoulder muscles, etc. Totally bull**** when that stuff happens in films because often times your shoulder's destroyed from it, and bleeding out is a very real threat again.
The femoral is a real issue in combat because while bullets are a threat, obviously, shrapnel is even moreso, and often it comes from lower levels and thus your legs or lower body are more likely to take that. IEDs, mines, grenades, all tend to be a danger from the lower-angle.
The only "good" place to get shot I ever heard of was in the butt, or more particular, the gluts, which is a common combat wound as well. If it hits to your front though, you're again very much in danger of bleeding out because of all the blood flow in the genital region.
I think the moral of the story is not to get shot (or otherwise).

Carl's I'm taking as just the typical tv/film bs but his wound is soooooo... unhealed, haha. I just don't see that working but head wounds are their own whole ball of wax. I do recall Gimple or one of them trying to explain it as a glance and not something that penetrated the skull or brain really, more just damaged the eye socket. Eye socket damage is its own whole mess but man, I dunno. That just doesn't seem likely to work.
I found the amputation thing interesting... My buddy said it's amazing how that is a more survivable wound sometimes. Go figure.