I hope this bug has not been reported yet. I'm sorry but I've tried the svn version, but at the moment a few bugs make it very difficult to play, so the bug I'm going to report is with 2.2 stable release.
Do some stunning damage to one of your soldiers (without stunning him completely): he will become immortal.
Even if the aliens manage to put his HP to 0, the soldier won't be killed, but stunned, therefore he will be available again on next mission.
Also, try to do some stunning damage to all of your soldiers. This will put their morale to 0 and they will go on frenzy shooting at random directions and killing everyone they encounter: that's a very funny way to win a mission.
I'm not sure but this seems to apply for aliens also.. if you do some stunning damage to an alien, and then bring its HP to 0 with some other kind of weapon, it will be reported as captured after the battle.
