I believe site injections work. Either my triceps just happen to grow more while injecting primarily into them... or site injections work. At least with some compounds.
While injecting Fina into shoulders, bi's, and tri's, I have seen greater improvements to those areas than anywhere else. Though my overall mass is increasing, the development in these areas (especially the lateral head of the tricep) has been fantastic.
There is nothing to prove they do or do not work. As Gary said, one side of his ass isn't larger than the other. When I injected glutes, my ass grew quite a bit. My brothers ass grew like you wouldn't believe.
I don't think anyone can say for sure.
I personally believe site injections work. That... or my arms are just on a growth spree like they've never been, and it just happens to be when I'm injecting them.