I have, multiple times on the same zombie. Watched the arrows pass right through his head over and over until I shifted position slightly. Haven't had time to attempt to reproduce so I can submit a bug report, but there is definitely a bug regarding head hitboxes and bows. This was at close range, so the crosshairs were filled by the target, and I could see each shot as it landed. Through normal playing (~10 hours or so), this is only the second time I've had it happen that I can confirm visually (I suspect it happens more often, but at range it's hard to tell), but it does happen. I wish I had more information for you to help track down this issue. Maybe someone with more time can figure it out - I only have two nights a week available for gaming, so very limited time each week.