The video below is a 1979 interview with former FBI agent Francis X. O'Neill, who, along with James W. Sibert, attended the autopsy of President Kennedy at Bethesda Naval Hospital on November 22, 1963. During this interview, O'Neill confirms that only bullet fragments were recovered from JFK's body during the autopsy, not a whole bullet or "missile". The reporter interviewing O'Neill here in November of 1979 is Bill O'Reilly:

Excerpt from Vincent Bugliosi's book:

"Conspiracy theorists, eager to find an extra fourth bullet, one more than Oswald is believed to have fired, and hence a conspiracy, got very excited when they learned that the receipt for the two fragments turned over to FBI agents Sibert and O'Neill on November 22, 1963, and signed by the two agents, refers to a "receipt of a missle [sic]" (HSCA Record 180-10120-10362; JFK Document 014834). But the HSCA concluded that "the receipt was in error."

Chester H. Boyers, the navy corpsman who typed the receipt, gave HSCA investigators an affidavit under penalty of perjury that contained his handwritten notes at the time of the autopsy, in which he jotted down during the autopsy that "there were bullet missile fragments recovered. These were placed in a specimen container and delivered to me. The FBI was there and wanted them."

The affidavit says that "although the receipt states that a 'missile' was transferred, this is an error" (HSCA Record 180-10120-10362, Affidavit of Chester Boyers, December 4, 1978 p.3, p.2 of accompanying notes).

Both Agents Sibert and O'Neill confirmed to the HSCA that they received two bullet fragments, not a missile. As Sibert put it in an affidavit, "Regarding the receipt for the 'missile,' I do not recall exactly how the receipt described the fragments but it was certainly not for a whole missile, rather it was for some fragments. ["Two metal fragments," he says earlier.] A single missile to me means considerable substance, more of a whole bullet. This receipt was prepared by someone else and typed up by a naval corpsman. If I had prepared the receipt, I would have listed the items as metal fragments" (7 HSCA 11-12; JFK Document 002191, HSCA interview of Sibert on August 25, 1977; HSCA 180-10100-10135, Affidavit of Sibert on October 24, 1978, p.5; JFK Document 006185, HSCA interview of O'Neill on January 10, 1978)."
-- Vincent Bugliosi; Pages 76-77 of Endnotes in "Reclaiming History"