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.
Comments 4
No, I was in Survival. I was on a seed 1105105984. I had started to make items in a dug-out cave standing at X:58, Y:81, Z:204. I had made a bow then I was able to make the crossbow after checking out the wiki for the recipe. I didn't have the recipe for arrows. After I got the recipe for arrows, I wasn't able to duplicate it.
I cannot reproduce this. Are you sure you didn't have any arrows already in your inventory, for example from skeletons?
Are you in Creative mode?