Well... While incidents of soldiers being shot and people being stabbed and not noticing have happened, that's a little different. Small calibre arms and dedicated late period gentlemanly dueling weapons that are piercing/puncturing, yes people can not realize they've taken a wound.
I myself was stabbed a couple months ago in the wrist and had no idea that it had happened till a good while later when I noticed blood everywhere (on my shirt, pants, floor) and noticed something sticky on my hands. Small puncture wound that I didn't even feel during the scuffle.
Cutting or hacking weapons, no. I've seen a lot of machete wounds and while they can be very survivable, very few are not immediately noticeable or debilitating.
IMO, your best general purpose weapon for hand to hand combat is a late 18th century to early 20th century saber.