Think I came across my first Destiny bug today.
It was this Public Event of a Reaver Captain that was doing a route and we were supposed to kill him. He was a level 5 and I was a Level 7 Titan with 2 other people (at least) shooting him and he never lost any health. I hit him with a pulse rifle, then a sniper rifle and finally a rocket launcher and his health bar never dropped.
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Yep, I've run into him myself. Now if I see him as the event, I just avoid it. A definite waste of time and ammo.