You can only judge a movie by what is shown in it, and not what was omitted. Selina was shown running about the rooftops shortly after being shot four times. Whether you took those gun shots to arms, legs, chest....where ever, you're not going to be in any condition to be climbing rooftops. Either she's supernatural or she's got Wolverine's healing ability
Or it's a movie...a rather heightened Tim Burton movie, where she was shown surviving several traumatic incidents, and had one "life" left, and for poetic license, they had her survive.