If you charge a crossbow and you don't have any arrows in your inventory, the crossbow will "create" an arrow. If you shoot into a wall and charge the crossbow again (didn't use "Quick Charge" Enchantment), it will create another arrow. You can pick up the arrow shot into the wall. You can do this multiple times as long as there isn't any your inventory or any arrows near the player (from mob drops). Also, monsters can't be nearby.