Not sure what you mean by shot but they do disappear.
Temporarily in the case of variable stars or more dramatically in the case of supernovae.
Supernova are larger stars that when they reach the end of their life-cycle blow themselves to pieces ia an explosion so bright that they outshine the whole galaxy.
There hasn't been one in our galaxy for the last 400 years but they average about one every century - it's been a bit of a dry spell.
I dare say the astrologers would get quite excited if we had one. - eta Carinae is the most likely - big and very unstable
All the heavier elements in the universe including the iron in your blood was formed in one of these titanic explosion.