I'll give it a shot (so to speak). On a shot with an entry and no exit, all the momentum of the bullet is transfered to the victim (minus whatever is absorbed in its fragmentation). So the victim responds similar to if punched. They don't fly through the air like in the movies though.

In a head shot with an explosive exit wound, the matter exploding away from the bullet may well have more energy than is absorbed by the entrance wound. That is simply a property of collision kinematics. The best analogy I can think of (though not a perfect one) is hitting a golf ball - the ball doesn't travel at the speed of the club-head but at the speed of the club-head plus a percentage of the speed of the club-head as determined by its and the ball's elasticity. So that explosive exit wound is carrying more momentum than you might think - and it is carrying momentum away from the head. So action-reaction: the head moves in the opposite direction.