Update: Think Progress reports:

CBS News White House correspondent Peter Maer reports Texas authorities are complaining that the Secret Service barred them from speaking to Cheney after the incident. Kenedy County Texas Sheriffs Lt. Juan Guzman said deputies first learned of the shooting when an ambulance was called. The Secret Service is looking into how the case was handled at the scene, Maer added.

The Sheriff of Kenedy County, Texas reports that reports of the shooting are being gathered, but investigations are not mandated in absence of a fatality:

The secretary for Kenedy County Sheriff Ramon Salinas the third, Sandra Guzman, said today that reports on the incident are pending. District Attorney Carlos Valdez says the matter hasn't been referred to his office, which prosecutes criminal cases in Kenedy, Klebert and Nueces counties. He says his office would become involved only if an investigative agency finds a hint of criminal wrongdoing or a dispute about the facts.

....Texas Parks and Wildlife spokesman Tom Harvey would not provide specifics on the information gathered. He says hunting parties aren't required to report accidents. The state penal code requires people to report fatalities, and law-enforcement would investigate those.

It sounds like the reports are gathered for statistical purposes only.