A properly loaded factory ammo be it a 9mm, 38spl., 380, would definitely penetrate a skull. While an improperly loaded ammo, reload or factory which is underloaded might just graze your forehead.
Uhmm..... you might want to check out Jim Cirillo's book Guns, Bullets, and Gunfights: Lessons and Tales from a Modern-Day Gunfighter (Boulder, Colo: Paladin Press, 1996).
The human skull varies greatly in the thickness and density of the bone. The skull's rounded shape frequently causes bullets to be deflected away from the brain. It is not unusual for there to be an entrance wound on the forehead and an exit wound in the occipitul region with the bullet never penetrating the skull but merely travelling between the flesh and the bone. If the settings on the CT Scan are adjusted you can frequently see the path the bullet takes.
NukemJim