Thomas Edison did it and filmed it. Except he didn't use a gun, he wired up a famous circus elephant and electrocuted it - trying to prove that his (DC) electrical system was safer than Westinghouse's (AC) system.

1,500 people attended the event, and the film was seen by millions.

By many reports Edison was a creep; ask Nikolai Tesla, who was stiffed out of a promised bonus by Edison and who departed, and built Westinghouse into a worthy rival to GE, which (following Edison's death) converted from DC to AC as well.