Wow, good thing you kept looking. I had a similar experience with a buck I shot with a 30-06. Shot him quartering towards me, through the shoulder and the bullet stopped under the skin on the opposite side. After 50 yds and no blood I figured I'd missed, but it ate at me so I went back and found him dead as a door nail just a little bit further than I'd looked earlier.
Sounds like you had a great hunt!