9x19 NATO ball can punch kevlar that .45 and .40 fail to defeat- I'm thinking that perhaps the incidents of 9mm being stopped by clothing are either indicative of JHP failure that we also see happen in .40 and .45 (most notably the .40 caliber JHP that failed to penetrate to reach vitals in the video in the OP, in a very similar fashion the 9x19 round that failed in the '86 FBI shootout),which in sum is more of an indictment of dum dum bullets then it is any particular caliber,or you witnessed an anomaly that could have been caused by any number of different things such as distance,a poorly loaded round (it happens) etc.
I'd bet that the 9x18 Makarov cartridge I had a squib with,had it managed to leave the barrel,would have done something similar,like bounced off the target.
One of the episodes of "box o' truth" shows a round from a box of boutique JHP's bouncing off the target.
I myself have witnessed 9x18 ball,when its performing up to spec, punching thru both sides of a water filled 55 gallon steel drum.
Aside from what I'm starting to think of as "the dum dum conundrum" and the erratic performance of JHP's in calibers across the board,I would say that even the "lowly" .22lr has the ability to penetrate deep enough to affect damage to vital organs.
I'm not advocating the .22 for self defense,in fact I'm not advocating any caliber- but I think that if you choose the gun/caliber your comfortable with and put some time into learning its abilities and how to use it well and choosing ammo that your comfortable with,your fine.
The 9mm vs. .4 or more thing is just way too contentious and filled with way too many "true believers" to really be something any reasonable person should base his decision for a handgun/caliber on.
If the freaking Mossad and Israeli Air Marshals used to use the .22,i think I'm fine with my 9.Or my .40.
And your .32,.380,Makarov,.38 special,.357 mag,.45,10mm etc,etc is good too.