In the end scene, Harry gets shot twice in the chest, where he is wearing a bullet-proof vest. After the FBI comes into the room to save the day, Harry exclaims, "And they slapped this on me!" then rips open his shirt to reveal his bullet-proof vest.

Bullets flying into a bullet-proof vest would be stuck in the vest and leave a mark, or you would be able to see the shiny metal that bullets are. But, alas, it is a clean, unmarked vest that Harry reveals.