Re crazy glue and tampons -- this is old hat stuff.  Both have been used in hospitals (along with what are colloguially called "V-Pads" or Kotex) almost from the time they were invented. 

The initial research for crazy glue was for surgical purposes, primarily orthopedics.  Since it had to go through the FDA approval process (five years or so) it was first released to the homeowner trade. 

A modified form of superglue (sterilized, specialized containers) is used in hospital surgeries and emergency rooms for a variety of purposes:  fusing bone together, adhering different kinds of tissues to each other (e.g., fascia to epidermis), adhering certain prosthetics in place (artificial hips, knees, etc., and Keflex hernia repair fabric), and for suturing certain kinds of lacerations (dry off the edges first). 

Tampons (after being sterilized) are often used when a large wound has to be packed open so the scar tissue granulates from the inside to the outside.  V-pads (also after being sterilized) are often used for dressing large wounds -- they're bigger than the average dressing that hospitals use. 

If you are out camping or hunting and you've got superglue and tampons and tape, you've got the basic contents of a hasty-made first aid pack, even if they're not sterile.  They are mostly clean and often very close to sterile as long as the package they came in hasn't been opened.  Even if you do transfer some bacteria, when you get your injured party to the docs, they'll fill 'em full of antibiotics, anyway. 

I would be very reluctant to pierce anyone's chest for a collapsed lung.  Placement of the needle is very important -- there's lots of vessels, nerves, and organs that can get in the way.  Like the docs say, "First, do no harm."  I guess EMTs and paramedics and such are taught how to do this.  If someone has a sucking chest wound (which is a collapsed lung) cellophane to keep air out of the chest cavity works well.   I recall one guy going with the medics who had a chunk of duct tape over his bullet entrance wound.

Just read the post and would have to agree with Big Micky on doing needle decompressions of the chest without EXTENSIVE TRAINING. This is a Paramedic level task in the civilian world and if not done correctly can be FATAL. In the military it is a Life saving task that is extensivly trained (there are even training manikins). An Occulisive (Air Tight) dressing is the treatment of choice for a sucking chest wound. I would certanly recommend training directed at first response to a gunshot wound. There are several springing up but I would check the instructors creds. and local laws regarding such things as Good Samaritan Laws. These can limit what you as a "Resonable Man" can do in an emergency situation.

Every thing said, I would recommed every one carry (or keep handy) a dedicated shooting kit containing
A. A pressure dressing like the Isreali one or an ACE bandage and 4X4s
B. A roll of 2" or 3" Gauze to pack the wound. We use the "QUICK CLOT Gauze and/or Quick Clot Pads on the ambulance and as I am not paying for it I have some in my kit.(the military uses it and it is eally expensive)   
C. An Occlusive dressing, there are several commercial ones but you can use the plastic wrapping from the bandage above and tape on 3 sides
D. A small roll of 1" medical tape
E. A tourniquet= Check with local EMS (Training Required)
F. Nasal Airway= Check with local EMS (Training Required)
G. Bandage Scissors or Seat Belt Cutter (NO Training Required) 
H. Exam Gloves , Scrounge several pairs (large) from your Doctor, one will also make an execellant Occlusive dressing.
I. As for a bag or case; an appropiately sized Zip-Loc bag works fine and is water Proof if not very "tactical looking"

       Bob, Special Forces Sergeant Major (Ret)
              Volunteer Firefighter/Paramedic