Likewise, Rio Bravo, but I can't remember his hat being shot, but it was battered.
The films, I think he wore those shirts in are:-
STAGECOACH
ANGEL AND THE BADMAN
FORT APACHE
RED RIVER
SHE WORE A YELLOW RIBBON
RIO GRANDE
HONDO(but not blue!)
THE SEARCHERS
RIO BRAVO
THE HORSE SOLDIERS
NORTH TO ALASKA
THE COMMANCHEROS
THE MAN WHO SHOT LIBERTY VALANCE
HOW THE WEST WAS WON(maybe under his coat!)
McLINTOCK!
SONS OF KATIE ELDER
And I can't remember his hat, being shot, in those either!!
The one film, I do remember, when this happened, is when LEE VAN CLEEF shot CLINTS hat, lot of times, with his long hand-gun.