I do a lot of clay target (trap, skeet, sporting clays) shooting. One of the local trap ranges is now on a year-to-year lease with the city rather than the 5 year leases they previously had.
The shot from all the shells falls into the city's only waste water lagoon and when they went to dredge it out the shot caused a ton of problems/damage for the dredge.
This is a small range with only 10-20 guys shooting one night a week.
Lead is also an issue if waterfowl eat it. If you every plan on having a flock of ducks it might cause a problem.