Can Slenderman be harmed by ordinary weapons like knives and guns?

I'm moderately familiar with the two Slenderman games on PC, in which the player can't do much besides run away and shine a flashlight at things.

So I was wondering: In the broader Slender Mythos (the "Big Five" ARGs, the original SA posts, etc), have any characters ever tried attacking Slenderman with ordinary weapons like knives or guns? And if so, what happened to them?