How does the resistance of something change at different voltages?

I was wondering about whether or not 120v would be likely to kill you. I had doubts because I know that V = IR, and after testing my skin resistance, and doing the math, I found that 120v actually wouldn't be enough to even feel. Obviously, I got it wrong. Someone said that the reason I was wrong is because I tested my skin's resistance with a multi meter powered by 9v, and at higher voltages the resistance of your skin actually changes. So I'm wondering how a higher voltage can actually change the resistance of the body. You would think that the resistance of something would stay constant, unless it is physically changed somehow. Are there physical changes that happen to you when you get shocked, and if so, what exactly? If not, why do higher voltages change resistance?