As the title says, arrows will stick into the player even when the shield blocks them.

Spawn a skeleton in (put something on his head so he doesn't burn up if you test during the daytime).

Get yourself a shield, and block his arrows.

Sometimes an arrow will actually stick into the shield, but usually it sticks into the player.

Edit:

Along with this, when you switch the hand of where your shield is (off hand or main hand) the arrow will stick to the shield accordingly, but it will never flip the direction the arrow faces to accommodate that.