Question: In my story, I want a creature to be immune to bullets, but giving it bulletproof skin seems too obvious. I want it so that you could shoot the creature a few times at its seemingly vital spots (the head, heart, etc.), but it won't die right away and can still escape or attack you. The best way to make sure it dies quickly is by draining most of its blood, which means you have to get close enough to cause a large wound with a bladed weapon.

Yes, I know you can just use a really big gun or explosives to achieve the same effect, but in this scenario, the options are limited to something relatively cheap, lightweight, and doesn't cause a lot of collateral damage. To give you some image, the creature is about as agile, as strong, and as big as a polar bear.

Preferably the reason it's immune to bullets is based on real animals, or at least something that could exist in the natural world.

Answer: 
What about a dense skeleton?

The skull would protect the brain of course, and you could have a ribcage where the ribs are more tightly packed (or even overlapping dual layer, allowing expansion in both layers but still protecting against vital shots) so that lungs, heart et al are protected. You still need a circulatory system so the idea of large trauma from a blade still works.

Sure, you could get a shot into the arms or legs, but that would not be fatal. Even a stomach wound wouldn't kill the animal immediately meaning that it could still attack you.

It violates the possibility of the brain, heart or lungs being shot, but still provides for firearms to do damage generally, just not in critical areas that would cause immediate death.

This does have some precedent in nature; certain herd animals have hardened skulls, and there are plenty of dinosaurs with hardened skeletons as they used parts of their bodies as clubs, rams or spears.
How big is this creature allowed to be?

I'd like to take this in a different direction than the other answers: **make the creature "sparse"** (as the crown of a tree) and/or large (as a coral reef), so that point-effect weapons (such as bullets) have a very low chance of doing significant damage.

Maybe combined with vital organs somehow being distributed or in unforeseeable places, and you really have to hack it to pieces in order to kill it.

I realize this makes it look more like a *very lively plant* than an animal, but depending on your reality ... that line can be surprisingly blurry anyway.