Dungeons & Dragons can be intensely silly about this. Due to the highly ambiguous definition of Hit Points, the characters therein can shrug off being shot, struck by lightning, or even terminal velocity impacts with no adverse effects but the loss of HP.
How do you know you're Made of Iron in D&D? When it becomes literally impossible for orbital reentry to kill you, you're a little bit too tough to exist. If you can then fly back out of the atmosphere and do it again for kicks? Now you've reached the level of absurdity. Some of the meanest things in the game can literally do this all day long, while on fire and immersed in acid.
Specifically to avert this, 2nd Edition introduced a rule that required a saving roll to be made if a character took more than a certain (admittedly, quite high) amount of damage in a single attack.
this is still in 3rd edition, and 3.5. the massive damage requires a (trivial) dc 15 fortitude save to avoid death whenever you take more than 50 damage. generally, by the time you can shrug off 50 points of damage, you can make that fortitude save on anything but a natural 1. and with a specific feat, you can make the save even with a 1.
Traveller: The New Era, especially compared to the more realistic wound rules in previous and subsequent editions. When you can take a blast from an FGMP and have a fair chance of making a full recovery, something is wrong.
Units aligned to the ChaosGodNurgle almost invariably have this rule. BlightMarines, for example, who are already superhuman killing machines with basic regenerative powers that would make clerics jealous, are so bloated and disease-ravaged by their various maladies that not much can hurt them further. Also, they don't feel pain. At all.
The fifth edition introduced a new special rule called "Eternal Warrior." An Eternal Warrior laughs at your Strength 10 attacks; a Colony Drop does the same damage to him as a bullet to the torso (that is to say, one Wound point).
The Medallion Crimson of Imperial Guard has more or less the same effect.
The current ultimate example of this is Commissar Yarrik. All of the above, then, if you actually manage to get through all of his wounds, he has an ability that lets him ignore death two times out of three. Roll well and Yarrik will survive anything and everything. Determinator does not begin to describe it.
Honorary mention to Captain Cortez of the Crimson Fists. If he was to tread on a land mine, that might fracture the last two remaining bones in his body that have never been broken. He once disarmed an Ork Warboss by trapping the weapon in his own ribcage, and has also fought for six weeks without supplies and led charges into the breach with a broken back. Even the Apothecaries of the Fists maintain that he's breaking the rules when it comes to how much damage a Space Marine can sustain. He's currently missing presumed dead, but they Never Found the Body and his Chapter Master flatly refuses to accept him being dead until such time as an actual corpse turns up.
A new rule introduced in 6th edition is It Will Not Die. Unlike Feel No Pain or Eternal Warrior, this instead lets the model regenerate wounds, up to it's starting total. Very, very few models have a combination of two of the above, and only two models so far, Chapter Master Smashfucker and Chapter Master Smashbane have all three (which is why they're considered one of the cheesiest choices around, as there's no way to put him down).
The Warhammer 40,000 series of Dark Heresy, Rogue Trader, Tabletop Game/Deathwatch, and Black Crusade zig-zag this trope. Normal humans are absolutely squishy. Space Marines and many of the core monsters, however, can be shot over and over by normal humans and ignore all damage that does not trigger the game's Critical Hit system, Righteous Fury. For a normal human, a weapon which does 4-13 damage is considered insanely lethal and able to tear arms off, while Space Marines typically wield armor piercing grenade launchers which do 7-25 damage. A typical Ork may ignore about 10 damage per hit, making them nearly unkillable with lasguns, while powerful Tyranid creatures can often ignore 12-18 damage from toughness plus another 6-10 from armor, meaning even bolters often can't even score Scratch Damage most of the time.
GURPS suggests a lot of Ablative Damage Reduction to replicate this. Basically it acts just like Hit Points except that you won't flinch, won't bleed and won't be "really" hurt until it has been worn away by, say, getting hit by a truck and then shot several times.
The Serenity RPG turns Malcolm Reynolds' aforementioned toughness (see Live Action TV above) into the character trait "Tough as Nails". It gives an HP bonus.
Rifts Aftermath reintroduces readers to the character of Julian the First, the leader of the infamous Juicer Uprising, some five years back. This is at least four years since Julian's body was supposed to have literally burnt out to a flaming (ultimately exploding) skeleton as a side effect of the Psycho Serum he enhanced it with. True, his body is nowhere near his peak condition, but the sheer fact that he is still alive in the first place is nothing short of miraculous.
Exalted: with the 2.5 errata toning down the Glass Cannon effects, builds that focus on this have gone through "viable" and into "virtually mandatory". Rapid-healing, pain-ignoring, tons-of-health-levels soak monsters are the big thing now. Resistance-heavy Solars, high-Stamina Lunars, and Malfeas-focused Infernals stand out among the three most likely to take a daiklave to the chin without slowing down.
DC Heroes , ah, whereto start. First, in the default "Action" genre, any attack not explicitly declared as such at the time the attack is made is incapable of killing anyone, or even causing long-term damage (with a few exceptions, such as the damage from knockback). Superman could pick up a battleship and use it to bash Aunt May over the head, and she'd just be unconscious for about an hour or so; she could also survive a direct plast of solar level fusion plasma and likewise just be unconscious for about an hour or so. Secondly, any character could spend up to his or her "Resistance Value" in Hero Points to negate incoming damage - meaning that Batman, with 190 Hero Points, could be shot with a .50 cal machinegun repeatedly, assuming each shot hit and didn't do exceptional damage, for over 65 combat rounds (counting hisactual innate hit points), which is long enough for the barrel of most heavy machineguns to have melted long before, and assuming a single continuous belt, long enough to have fired well over two THOUSAND rounds of ammunition. Now THAT is Made Of Iron !
Spirit of the Century tends toward this as written. Player characters and major antagonists can generally take quite a few hits to just their "stress track" (five-plus-bonuses boxes of which only one gets checked off per hit, though not necessarily in order) before they have to move on to taking "consequences", of which they can accumulate up to three before finally being taken out. This tends to result in overlong conflicts even for the pulp genre, so later iterations of the FATE system address it by either radically shortening the default stress track (The Dresden Files) or turning it into a more traditional hit point bar where every point of damage takes off a box (Starblazer Adventures and its fantasy cousin Legends Of Anglerre), as well as turning consequences into more of a form of reducing or preventing incoming stress damage in the first place.
On Mighty Thews: the most an injury will do is provide you with a bit of a penalty later in the story. Character death isn't actually part of the rules.