There are shotgun slugs powerful enough to do the job. It could have been a frag-12 or something similar in nature.
http://www.defensereview.com/1_31_2004/FRAG 12.pdf
But isn't the Frag-12 essentially a fin-stabilized mini-grenade?
Yeah, I made a mistake. It's not a slug, but works similar to one and fits in a similar shell casing. Still powerful enough to take down a terminator.
http://www.youtube.com/watch?v=bhDPoVm74To
That video gives a little more information about.
That video was scary as hell if you think about them being used in a familiar urban environment.