Madoka Magica: This is Homura's first weapon. She trades up pretty quickly.
In You're Under Arrest!, Aoi Futaba (who was in the golf team at high school) attacks some yakuzas who were armed with guns and taking cover beside a short cliff by hitting golf balls at them with a club. (The anime version of this story was much different; in that version, Aoi, who used to be a basketball player instead of a golf player, uses basketball moves to stop some delinquents from stealing a valuable pair of shoes.)
Comic Books
Green Lantern foe the Sportsman frequently uses golf clubs as weapons.
Psycho for Hire Mr. Fun in the Batman Family mini-series uses a golf club as a weapon.
Film - Live Action
Starsky & Hutch: Reese Feldman slaps Huggy Bear while he's posing as a caddy, for forgetting the nine iron. Later, Huggy whacks him in the head with it.
Batman Begins: Alfred knocks out a member of the League of Shadows with this.
Wasabi is a French-Japanese action comedy. A golf culb is used by the hero (played by Jean Reno) in a scene where Yakuza brings him to a "negotiation" on a golf driving range.
Suicide Kings: The Denis Leary character uses an iron to severely admonish a minor character, then complains loudly about these damn flimsy plastic shafts.
Dogma: Jay whacks Azrael in the chest with a golf club, which Azrael believes to be a futile gesture... until it smashes his chest open. Turns out Cardinal Glick is the kind of pompous person who would bless his golf clubs for a better game.
Evoked and made more badass in Don The Chase Begins Again, where you think for a moment that a man is going to be clubbed to death... Before Don kills him by hitting a golf ball right into his face at close range.
To Sally, who taught me the benefits of the game of golf.
In The Hobbit, it is said that the game of Golf was invented by hobbits at the Battle of the Green Fields, in which Bullroarer Took scored a decisive blow by knocking off Golfimbul's head with a wooden club for a hundred yards drive into a rabbit hole.
Subverted in World War Z; one character recalls that he saw a man trying to fight a zombie off with a golf club, only for the club to eventually bend, leaving him defenseless.
Not used, but recommended over a basebal bat by Fiona in Burn Notice
Theatre
A golf club is the murder weapon in the Agatha Christie play Spider's Web.
Video Games
Silent Hill 4: Henry can pick up a couple of golf clubs as weapons, they're rather fragile and not practical to haul around given his limited inventory slots.
Dead Rising: one of the survivors you can rescue in the second game is a pro golfer who's using her favorite club to keep zombies at bay. She's very nonchalant about the situation, saying that this is good practice for her swing and she hopes her favorite club won't fall apart. While you can use a club in the game, all you can do is drive golf balls into zombies' faces until you run out. It apparently never occurs to your character to use it as a melee weapon.
In Persona 4, the main character's traditional weaponry is two-handed swords... or, alternatively, golf clubs.
Halo3 got a 7-wood golf club with the Mythic Map Pack, which is a reskin of the Gravity Hammer. It goes along with the golf ball and golf hole Forge items. It returns in Halo: Reach, and can be used in Firefight.
In Bioshock, a main character is killed with his own golf club... at his own request, by the brainwashed player character.
Bioshock 2: While not actually a usable weapon, while in the "Journey to the Surface" ride in Ryan Amusements, you come across a animatronic Andrew Ryan. Behind him is one of his golf clubs. If you use Telekinesis, you can use it as a weapon by throwing it at something. If you throw it at the Andrew Ryan animatronic, you get an achievement: 9-Irony.
In the multiplayer, a golf club is the signature melee weapon of the Businessman, Buck Raleigh. Also, the "Kill 'em Kindly" mode gives everyone a golf club and limits them to melee only, regardless of their chosen character.
Grand Theft Auto: Vice City: In "Four Iron", Tommy Vercetti is asked to 'persuade' a businessman to do a deal. During the mission he lacks his usual weapons. *
Usually: clever players can work around the restriction
So he has to get persuasive with a golf club. The club can be used as a melee weapon during the rest of the game.
Grand Theft Auto: San Andreas: Golf clubs can be used as a melee weapon. If CJ knocks someone down, he will then uses a golf swing.
ReBoot: during a dream episode Bob has Glitch turn into a golf club which he used on Hack and Slash. He made a hole in one.
In King of the Hill, Hank is not afraid to use golf clubs to defend himself. He keeps a bag full of them by the front door. In The Buck Stops Here, Hank pulls his club against the bouncer who's after Bobby's given wristwatch which Buck waged on.