I just saw the movie "Shooter". It's OK for a no brainer. I noticed, as it was probably product placement, that our hero, played by Mark Wahlberg, uses a package labelled QuikClot to stop the bleeding of a serious gunshot wound. I checked it out and it is a real product and apparently it works. Check out a pretty graphic demonstration of QuikClot on a pig.
The disappointing thing is that it's not very hightech. I thought it would contain some recombinant clotting factor or something but instead it works by concentrating clotting factors already in the blood by sequestering water. This does eliminate the problem of immune reaction and probably makes it have better shelf life, but it's just not as cool.
I read some medic blogs that suggested the stuff really isn't that good and causes quite an exothermic reaction when placed on an open wound. And there are similar products out there. The manufacturers website suggests that it is used in Iraq by the U.S. military.