Physical, mechanical defense against weaponry is going to be hard to defend in evolutionary terms. Physical structures are energetically expensive to develop and maintain, so there needs to be a good reason for them to exist, but in terms of avoiding intelligent hunters behavioral changes are probably more plausible. But, if you're willing to suspend disbelief just a bit...
Most modern cars have specially engineered regions which are designed to absorb kinetic energy and dissipate it, rather than passing it on to the entire structure of the car itself. That way you have one section that, while it will be damaged badly, will protect the overall structure from bearing serious damage. If the bears have regions of some combination of bone, muscle, and/or some sort of shatterable armor (like chitin in insects, or the armored plating of armadillos) which are arranged correctly, the force of a projectile could conceivably be bled away such that the bear can handle it. Additional shots to the same region would be bad news, though.
Grooves and Ridges
This adaptation would involve some sort of hard or tough structure on or beneath the skin which has patterns of raised and lowered sections which redirect the force of a projectile elsewhere. If a crossbow bolt hits straight-on, bad news again, but if the angle is even slightly off the grooves can "slide" the arrow off to the side. Depending on how effective the physical structure is at resisting being punctured (bone and tough, leathery skin would be different in how well they avoid being punctured, torn, or scored) this could very well prevent the bolt from blasting inwards to any meaningful organs.
An important feature of this if the structure is under the skin is that blood loss needs to be dealt with. Skin that is lightly vascularized, or adaptations that promote rapid clotting of some sort would help.
Even in the case of an actual bear, shooting one with a crossbow is more likely to really, really anger it than kill it outright. Blood loss over time is a more serious concern, especially if the bolt hits a major vein or artery. A bear which can quickly slow the bleeding will have more staying power. Such an adaptation would have implications for internal blood clots (think brain aneurysms), which would reduce the creatures' survivability, but you can get around those. The clotting factor may only activate upon exposure to external air, based on some carefully-maintained internal chemical condition, for example.
Low-Density of Important Structures
If most of a bear's mass is not strictly necessary for it to live, then a bolt is less likely to hit something critical and cause it to die. This is similar to DNA-- most of the DNA in a human doesn't code for any proteins and is just sort of "there". But when exposed to potential damage (like mutations during replication), just as a matter of probability those are more likely to affect some region which doesn't code for anything, and so the error is irrelevant to the survival of the larger organism. If a bear's body is mostly structures which, if hit, wouldn't destroy its ability to function or cause it to bleed out, it would be much harder to take one down with a projectile.
This one may be the hardest to defend from an evolutionarily plausible perspective, but redundant structures would mean that even if one were destroyed its function would still be carried out. It's hard to imagine a situation in which having, say, two hearts would be worth the additional energy beyond having just one. But perhaps they work in concert (sort of like having two lungs), where losing one makes you less good at surviving than having both but isn't necessarily life-ending.