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In professional wrestling terms, a "shoot" is something that wasn't in the planned script of events.  A "shoot interview" is one where a wrestler says something he wasn't supposed to about another wrestler, or perhaps another promotion.  If two wrestlers stop cooperating in the ring and legitimately try to hurt each other, they are "shooting" on each other.

Shoot interviews were nonexistent until the mid-1990s, but they are now commonplace.  Rarely a night of wrestling will pass without hearing some wrestler refer to something outside of kayfabe--breaking character.  This is nearly always done, however, with the approval of the federation.

Shoot matches simply do not happen.  Aside from a few non-rigged matches in the WWF's ill-advised Brawl For All in 1997-98, nearly every single pro wrestling match since the early 1900s has been real.  Wrestler have nothing to gain by not cooperating with each other in the ring, and it's a legitimately dangerous situation.  If it ever were to happen, the feed would be pulled immediately and the referee would immediately try to break it up.

The golden rule of wrestling is: If you see it on television, it's a work.