1913: The Patient Bullet
In 1893 in Honey Grove, Texas, USA, a man named Henry Ziegland jilted his lover who then committed suicide. Her brother came for revenge and shot at Ziegland, only grazing his face and hitting a tree instead. The brother didn't know this and, believing he had killed Ziegland, also committed suicide.
In 1913, Ziegland was trying to cut down a tree that proved too tough to easily chop; so, perhaps a bit impatiently, he resorted to dynamite. The explosion did take out the tree; but it was the same tree the bullet had lodged in... and the explosion also sent the bullet through Ziegland's head, finally killing him twenty years after it was fired.
I have only one source for this story at the moment -- Ripley's Strange Coincidences -- so it's marked as both 'needs investigation' and 'unreliable'. I have yet to find any reference to Henry Ziegland that isn't a reference to this legend.