The .220 Swift remains the fastest commercial cartridge in the world, with a published velocity of 4,665 ft/s (1,422 m/s) and the escape velocity of the MOON is 2,400 m/s so the bullet will not leave the vicinity of the Moon and will eventually return to the surface.

And to respond to the dozen’s of people who have commented below that a rifle bullet will not work in space or on the Moon , yes it will , and actually , like a rocket it will work marginally better . A bullet carries it’s own oxygen in it’s propellant powder and does not need air to ignite !

The only ballistic (Non missile) round that would leave the moon would be one coming from a rail gun which can reach a velocity of upwards 5–6000 m/s (21,600 km hr).

A rail gun Round .

If aimed very accurately which would be very difficult to do it could enter the earth’s atmosphere at a speed in excess of 40,000 km/h or 11,100 m/s .

As the projectile enters the Earth’s atmosphere it will compress the air ahead of it to a temperature of 8000–10,000ºC and melt and burn up , not striking the ground but vaporizing 15 -20 kilometers above ground maybe terminating in a loud explosion.