Just after Captain America's shield was introduced in Captain America: The First Avenger, Peggy Carter shot few bullets at it which created few minor distortions on it.
From Adamantium page of Marvel.Wikia,
Proto-Adamantium
This is the original Adamantium created by Dr. MacLain. Proto-Adamantium is the official name for the metal that makes up Captain America's Shield. It has never been recreated and is the absolute most invulnerable item in all of existence.
From Captain America's Shield page of Marvel.Wikia:
The true shield was once slightly dented by an enraged Odinforce empowered Thor, using Mjolnir, but he later reconciled and pounded out the small dent.
How were few bullets able to dent Captain America's shield then?