Here's a transcript of an interview of the guy who actually took the film, Zapruder soon after the shooting.
Well, as the car came in line almost--I believe it was almost in line. I was standing up here and I was shooting through a telephoto lens, which is a zoom lens and as it reached about--I imagine it was around here--
I heard the first shot and I saw the President lean over and grab himself like this (holding his left chest area).
In other words, he was sitting like this and waving and then after the shot he just went like that.
Leaning--leaning toward the side of Jacqueline. For a moment I thought it was, you know, like you say, "Oh, he got me," when you hear a shot--you've heard these expressions and then I saw---I don't believe the President is going to make jokes like this, but before I had a chance to organize my mind, I heard a second shot and then I saw his head opened up and the blood and everything came out and I started--I can hardly talk about it [ the witness crying].
I thought I heard two, it could be three, because to my estimation I thought he was hit on the second--I really don't know. The whole thing that has been transpiring--it was very upsetting and as you see I got a little better all the time and this came up again and it to me looked like the second shot, but I don't know. I never even heard a third shot.
I heard the second--after the first shot--I saw him leaning over and after the second shot--it's possible after what I saw, you know, then I started yelling, "They killed him, they killed him," and I just felt that somebody had ganged up on him and I was still shooting the pictures until he got under the underpass--I don't even know how I did it.
And then, I didn't even remember how I got down from that abutment there, but there I was, I guess, and I was walking toward--back toward my office and screaming, "They killed him, they killed him," and the people that I met on the way didn't even know what happened and they kept yelling, "What happened, what happened, what happened?" It seemed that they had heard a shot but they didn't know exactly what had happened as the car sped away, and I kept on just yelling, "They killed him, they killed him, they killed him," and finally got to my office and my secretary--I told her to call the police or the Secret Service--I don't know what she was doing, and that's about all. I was very much upset. Naturally, I couldn't imagine such a thing being done. I just went to my desk and stopped there until the police came and then we were required to get a place to develop the films. I knew I had something, I figured it might be of some help--I didn't know what.
http://www.jfklancer.com/Zapruder.html