If the round is supersonic as it passes the intended target (something than can hear and the background noise is not deafening) they hear a supersonic "crack". If the bullet impacts close by the sound of the impact is also heard just after the supersonic "crack"... sort of a "tick...whump". If you begin to count once you hear the "crack" you can back-calc the range to the shooter with some degree of efficiency....critters have no use for this information or capability. [img]/ubbthreads/images/graemlins/smile.gif[/img] The supersonic crack is heard at a angle ~90% to the direction of the shooter.
A subsonic round by can be heard coming, passing and going and the direction of the shooter can be determined much more easily as the sound can be followed. All that's heard with the subsonic round is the approaching, passing and departing "whizzz/swoosh" the impact (thud) and then the report (if any).
As mentioned in Ian's post and shooting to warn/scare the bear, something I have also done and with about equal efficiency. Animals don't know about bullets and impacts and in most cases could care less (or very little) if the ground shakes and dust rises a bit or bark jumps off a tree...they know about people and people as associated with those noises in some cases. Animals run from people, not the gun or bullets.
Around here deer know it's deer season because the activity in the woods increased many-fold. These are enough folks out scouting and putting up stands before season to effectively change the deer patterns (which is pretty counter-productive to those poor folk that only scout a few times just previous to deer season)...this type of activity, changes, is what deer notice.
Deer on the range are not cause for a cease fire at many ranges, they show no reaction to the gunshots of the rounds passing and impacting... again... they don't know about bullets or any danger outside their realm of experience.
I don't believe deer (or most other critters) can formulate a plan for future unknown events (non-experienced events), they are reactionary type critters. They don't know they're mortal and have no concept of death. They do form bonds and come to see what has happened to a down family member in some cases but I haven't seen any sign of grieving.
I've seen fawns react to their first experience with rain, the two I observed were running around as if scared to death as the first rain drops began to fall but shortly thereafter settled down... I don't believe they liked being touched by the invisible unknown... quite similar in reaction to what happens when I've touched hiding fawns...initial fear but soon they change when nothing "bad" happens.
The fawns remind me of an item I've observed on many occasions.
I found a fawn many years back and when I picked it up it bawled at first. I carried it back to the truck (for a picture) and along the way noticed that if I cradled it's legs and feet it wouldn't bawl...let the feet dangle free in the air and it'd flail them and bawl. I then got to thinking about the many times I've shot deer that subsequently bawled and in all but one case the deer were immobilized (spined or otherwise crippled or stuck). I tested this on a few other fawns and I've some to believe that the bawling is a reaction to the immobility... sort of a "I've fallen and I can't get up!" yell for help or last ditch "stay away, I'm fierce, listen to my roar!".
Here are a few sound clips:
Supersonic 30-06 round passing, shooter 500 yards distant. First is supersonic crack, then bullet departure and finally muzzle report.
Subsonic 44-40 round from 1100 yards. First the faint sound of the muzzle report then the the approaching, passing and departing bullet.