On opening day, I took a shot at a doe and missed. The doe looked around for a second after hearing the arrow hit a rock (and snap the head of, btw), but I froze and didn't take a second shot. She eventually went on her merry way, apparently unconcerned.
I did that because I have an excellent spot at a funnel, and I didn't want to possibly spook the doe.
I missed due to my own stupidity and impatience, by the way: I started creeping from my spot, and 5 minutes later the doe came through. I had moved far enough that my distance judgment was off.