I got a mandatory flu shot while in Navy training using an injector gun. IIRC, the gun used high-pressure compressed air to inject the vaccine directly though the skin.
Then I heard a rumor (urban legend?) about some guy who flinched when he was injected, and it cut his arm open. So after that I always requested a vaccine with a needle instead (and my request was honored because by then I was in the fleet and no longer in training).
A few years later, they learned there could be cross-contamination and the spread of bloodborne diseases (like HIV) by means of splash-back, so the Navy stopped using the injector guns entirely some time before I left active-duty in 2002.