The only exceptions to this are shooting attacks that do not use the normal shooting rules, specifically, shooting attacks that use some form of template (such as cannons, stone throwers, breath weapons and so on).
If a character is hit by such an attack, and he is in a unit of at least 5 rank-and-file models (excluding the champion, if there is one) and he is of the same troop type as the unit, then his controlling player is permitted to make a "Look Out Sir!" roll to save him from harm. This works exactly as the "Look Out Sir!" rule as described in the Command Groups chapter. Simply put, on a roll of 2 or more, the hit does not strike the character, but instead is allocated to a rank-and-file model. If there are less than 5 rank-and-file models, the character does not get a "Look Out Sir!" roll and is hit.