Bleach seriously loves this — there is hardly any show/anime with a higher ratio of death threats (tons, all the time) to actual deaths.
If you ignore the filler arcs, no-one dies until Hueco Mundo, when the arrancar start getting knocked off. Although they're really just glorified mooks, and are Dead to Begin With, so they don't really count. Granted, it is really hard to die when you're technically already dead, which accounts for 95% of the cast. One wonders why anyone bothers with death threats.
For especially ineffective, note Lilynette. She awkwardly asks Ukitake if he wants to fight him, and attacks him even when he's insisting that he wants to have nothing to do with fighting a little girl. After getting her attacks dodged and deflected, Lilynette ends up dirty and crying whilst screaming that she's going to kill the 'old fart'. He just thinks her attempts/threats show spirit.
Dragon Ball. Goku is prone to making dire death threats when angered, but almost always seems to go back on it later because of his merciful nature, regardless of what set him off in the first place. Apparently, you can shoot all the Nameks you like, kill Krillin, and/or significantly reduce earth's population, and he'll still do his best to spare you if you give him the puppy eyes and promise you'll be good from now on. (The villains have taken advantage of this more than once.) At one point, Vegeta actually follows along behind him, killing the Ginyu Force after they're defeated because he knows Goku won't. And yes, Goku does get mad at him for it. These guys came within five minutes of killing his 5-year-old son!
At the end of the "Thriller Bark" arc of One Piece, Bartholomew Kuma is ordered to kill the wounded, helpless hero, and makes sure everyone knows it, ramping the drama up to breaking point- but then seems entirely satisfied with seriously wounding a supporting character, and then leaving. A bit more justified than most; it has been implied (and recently confirmed) that the villain in question is an ally of the hero's father who, despite being missing for most of his life, would not want his son killed.
Ranma ½ followed this entirely, probably to keep things from being too serious. There are characters who are duty-bound to attempt to kill one another, and yet no one actually died in any way for a seven-season and thirty-eight volume span.
Sanzo from Saiyuki is constantly making death threats against his servants (Gojyo, Goku, and Hakkai) to the point where no-one bats an eyelash. It's like saying, "Good morning" for him or something. Particularly funny when other characters call him out on it and when he turns around the next second to offer encouragement.
Hakkai: May I ask a question? Sanzo: It'd better not be a stupid one or I'll kill you. Hakkai: Oh, I guess I won't ask then! Sanzo: Are you trying to pick a fight?? :: The ensuing scene has Sanzo reassuring Hakkai that he's allowed to stay with the group, despite his previous sins. Death threats don't get more ineffectual than that.
Throughout the course of Samurai Champloo, Mugen and Jin spend the entire series threatening to kill each other, only to develop a mutual respect and part ways at the end.
Shaman King to an extent. While Hao has a very good reason to keep Yoh alive, he doesn't seem to kill quite as many people as he threatens to.
The story of Batman's first Post-Crisis meeting with Superman has a scene like this. He corners one of Magpie's goons in an alley and tries to scare him into revealing his boss' hideout. The thug refuses, knowing that Magpie will kill him if he spills the beans whereas Batman won't. Batman threatens to do worse, by hurting him in a manner such that he "stays hurt". He pulls off a desperate escape, and Batman notes with some surprise that he's more afraid of his boss than Batman.
An issue of Legends of the Dark Knight features a criminal Batman couldn't threaten to testify, because Deadshot was threatening him not to testify. The criminal pointed out that he didn't know what Batman would do if he didn't talk... but he knew exactly what Deadshot would do if he did.
Occasionally, a Genre Savvy criminal will pull this on Batman or Robin. In one Robin comic, a Corrupt Corporate Executive asks, "What, are you going to dangle me out a window?" Robin says maybe, and the Exec waves it off, noting "Batman never dropped anyone, and you won't either." Batman occasionally has an answer for it, either, "Nobody's ever found out about me killing anyone," or pointing out that he may not kill you, but he can make you hurt for a very long time.
In the Death Note fanfic Haunted Light figures out that Rem can't carry out her threat to kill him if he kills Misa because Ryuk has to be the one to write his name when he dies; so Light kills Misa anyway and there's nothing Rem can do about it. This loophole is actually canon-it's Rule 34 of the Death Note: "1. The owner of the Death Note cannot be killed by a god of death who is living in the world of the gods of death. 2. Also, a god of death who comes to the human world, in the objective to kill the owner of the Death Note, will not be able to do so. 3. Only a god of death that has passed on their Death Note to a human is able to kill the owner of the Death Note."
Alucard: "Oh? See, that would be intimidating if you were... well, intimidating."
Films — Live-Action
Parodied in A Knight's Tale, in which Watt (Alan Tudyk) approaches a downcast Geoff and grimly informs him that if he betrays them, "your entrails will become your extrails..." and then, totally stumped for a suitably threatening phrase to continue his rant, settles for a flustered cry of "... Pain! *Lots* of pain!"
Maroni: If you're trying to scare somebody, pick a better spot. From this height, the fall wouldn't kill me. Batman: I'm counting on it. (drops him)note In point of fact, a fall from the fourth story of a building is more than capable of killing somebody
While that Batman was still called out on it, he at least is scary enough to intimidate criminals. In the 60s Batman movie starring Adam West, he at one point (as Bruce Wayne) threatens to kill the members of his rogue's gallery when he hears they've kidnapped Miss KITKA. The effect is less-than-imposing.
The sixth Police Academy movie begins with Captain Harris and Proctor staking out a store in an unmarked car; Proctor is singing "The Twelve Days of Christmas" and Harris is visibly annoyed. When he finishes, and is about to start over, Harris loses his patience:
Harris: Proctor! You have done nothing but sing Christmas songs for the entire eight hours of this stakeout. And Christmas is a good four months away. If you sing so much as one more note... I... will shoot you."
And the reason it fits this Trope is because Proctor doesn't get the hint right away. A minute later he starts to hum "Jingle Bells", causing Harris to grab hold of him while holding his holster with the other hand, threatening, "Go ahead... Make my Christmas..." (Then Proctor clams up. Of course, Harris is very much a Miles Gloriosus.)
The Room has a scene where Johnny threatens to kill his friend Mark, even claiming he'll "Break ev'ry phone in yor body!" Tommy Wiseau's delivery doesn't exactly loan itself to being threatening.
The old rebel in The Crimson Pirate who while being tortured keeps saying: "Gruda, one day I'll kill you." Eventually he is released from prison and tries to make good on his word, but is killed in the attempt.
In Dreamgirls, after learning the depths of how much he betrayed Effie, even as far as having her hit single pulled from the airwaves, C.C. proclaims to Curtis "I could kill you for what you did to Effie!", to which Curtis immediately calls him on his bluff and returns with, "You couldn't kill shit.''
In The Princess Bride, after capturing Westley, the Dread Pirate Roberts says to him: "Good night, good work, I'll most likely kill you in the morning." This happens every day, until Westley eventually becomes the pirate's successor.
Subverted sharply in the Secret Wars novels of Simon Green. At different points, the hero Eddie Drood and the semi-anti-hero Walker are both faced with situations where someone believes they won't kill an innocent to prevent something worse...only to discover that both men are quite capable of it and pragmatic enough to do it. Walker is 'easier' about it than Eddie Drood...but either one can ahd has done it, contrary to the beliefs of their victims. If Eddie Drood says to refrain from interfering or he will kill you, he means it.
In Rumpole and the Golden Thread, Rumpole tries to make a joke of the "death threat" a witness is testifying to by hissing to his assistant "If you interrupt my cross-examination, I'll kill you!"… a move the judge sniffs at as "a jury trick", and Neranga has abolished jury trial for murder.
In Pyramids, Pteppic realizes he isn't very good at threatening people because the Assassins' Guild doesn't work like that. He ends up saying "I could give you this knife. I could give it to you point first." Even more ineffectual because Pteppic is opposed to killing people. Despite being an assassin. It makes sense in context.
Done beautifully in the Firefly episode "The Train Job".
Mal: Now, this is all the money Niska gave us in advance. You bring it back to him. Tell him the job didn't work out. We're not thieves. But we are thieves. Point is, we're not takin' what's his. Now we'll stay out of his way as best we can from here on in. You explain that's best for everyone, okay? Crow: Keep the money. Use it to buy a funeral. It doesn't matter where you go or how far you fly. I will hunt you down, and the last thing you see will be my blade. Mal: Darn. (kicks Crow through running engines; one of Niska's soldiers is brought forward) Mal: Now, this is all the money Niska gave us in advance... Soldier: Oh, I get it! I'm good. Best thing for everyone. I'm right there with ya.
Jekyll: "Now, You know what I call this, children? I call it the perfect start to an evening. The night is young, there's a beautiful girl, and someone's going to die. That's you, by the way." The threat isn't carried out because Hyde's still avoiding killing people, per his agreement with his Jekyll. So he just breaks the guy's neck (nonlethally) and toys around with his girlfriend for a bit.
In Teen Wolf, Derek is constantly making these...towards certain people. He's always threatening to rip out Stiles' throat or cut off his head, but he never comes close to following through on any of his threats and even protects Stiles on numerous occasions. His enemies, however, are a different story...
Lampshaded by Peter in the only way he knows how, re: snarkily.
Scott: " If you... hurt her, if you even touch her—"
Peter: "Scott, if I may interrupt your listing of the top five most impotent-sounding threats for a moment..."
Geoffrey has a tendency to make gratuitous and self-consciously theatrical death threats against both Darren and Richard.
Geoffrey: Richard, I don't want to kill you. But I will, if you don't get to the point.
There's also the time he went after Darren with a sword. A prop sword, of course, and no one is hurt. Still, given his history of going insane and how seriously he seems to take it ("I need you to be my second"), Darren can be forgiven for being a little nervous.
In the Star Trek: The Next Generation episode "Unification II", the Romulans threaten to kill Spock if he does not cooperate. When he points out that they would probably kill him anyway regardless, the Romulans get angry and... leave. Giving Spock and friends enough time to formulate an escape plan.
Throughout Supernatural's third season, Dean threatens to kill Bela on several occasions. She never takes these threat seriously, knowing that despite her being a major source of their problems and a generally terrible person, he's too noble to just murder her outright.
There's a Xena: Warrior Princess episode in which a Dangerously Genre Savvy warlord wannabe calls her out on this. Basically, he calls her bluff on the whole pressure point "cut off the flow of blood to the brain" bit, since he has noticed that she never makes good on the threat anymore.
Star Trek: Deep Space Nine. As Klingons are about to attack the station, Quark announces his intention to defend his bar with a disruptor he's got in the box he's carrying. Odo opens the box and finds only a note from Rom saying he stripped the disruptor for spare parts to fix a faulty replicator.
Quark: I'll kill him!
Odo:(smirks) With what?
In Lightin' Hopkins' song "Bring Me My Shotgun," the speaker calls for his shotgun and proclaims that he's going to shoot his woman for sleeping around. She dares him to try it. Relenting, the man insists that the only reason he's not shooting her is because his shotgun is broken.
Professional Wrestling. It's amazing how many wrestlers will threaten to kill, maim, torture, etc. each other, and then, when match time comes, they'll content themselves with a simple pinfall or submission.
"I don't talk about reaping souls, I just do it." – The Undertaker. He's the embodiment of death, and yet he never kills anyone... Except Paul Bearer... Muhammad Hassan…
Subverted in Susannah. After Olin Blitch pressures Susannah to have sex with him and has a Villainous Breakdown, her brother Sam comes home. Susannah tells him about what happened, and he says he's going to kill Blitch. Susannah doesn't take him seriously and remarks sarcastically. Then Sam kills Blitch.
Invoked in 12 Angry Men. Juror #3 fixates on the evidence that a neighbor heard the defendant yell "I'll kill you!" during a fight, and when its pointed out that people say that sort of thing all the time and don't mean it, Juror #3 says, "Oh no... if you say that, you mean it." Juror #8 baits him with insults until Juror #3 attacks him and must be held back by the others.
Juror #3: I'll kill you! I'll kill you! Juror #8: You don't really mean, you'll kill me, do you?
Memorably averted in Final Fantasy. "I, Garland, will knock you all down!" In the original Japanese, it's, "I, Garland, will kick you around!" The Japanese really do have a verb for "to kick around". Still ineffectual, though. It's not that he wouldn't have followed up on it, the threat just got inverted.
In Hakuōki, Okita Souji promises to kill Chizuru for all manner of transgressions, such as getting in his way in combat or telling anyone about his illness. By the end of his route, he manages to turn it almost into an endearment.
A fan-made Text Adventure for Paranoia lets you make one to shadowy guy that gives the location of the traitor's hideout. The problem is that he's a cardboard cutout, making your threat look silly.
In Shadow Complex, at the end of the game the Commander will threaten Jason, saying that his evil organisation will kill him, his loved ones, and everyone he holds dear just before getting shot in the head.
Belkar from The Order of the Stick tends to consider any threat to his life as this (and to be snarky about it, too), since he has a high opinion of his fighting skills. To tell the truth, he's been right thus far.
Happens a few times, from example during an alien death-match where an adrenaline-crazed Zoidberg cut off Fry's arm.
Fry: Dr. Zoidberg is my friend, and though a woman has come between us, I say we'll always remain friends. And you know why? One reason. (Zoidberg cuts his arm off as he speaks) Fry:(beating Zoidberg with his own severed arm) You bastard! I'll kill you, you bastard!
Or when Fry drank Bender's last beer.
King of the Hill: In one episode, the Sex Ed teacher at Arlen Middle School quits after recieving death threats by telephone, forcing Peggy to substitute teach it. Later in the episode, she receives a phone call from Dale saying in a very poorly disguised voice, "You don't know me, but I know what you're up to! And if you know what's good for you you'd better not teach that Sex Ed class!" And then before hanging up, he leaves her with a message for Hank. Very much Played for Laughs.
In ReBootBob once threatened to dismantle Mike the TV. He even has Glitch turn into a screwdriver as part of the threat.
In The Venture Bros. the Monarch makes all sorts of bombastic (but unfulfilled and non-intimidating) death threats to Rusty Venture throughout the entire series. He does, however, manage to kill or defeat his other enemies every so often.
The Decepticons were constantly threatening the Autobots with death in The Transformers Generation 1. Even in Rebirth, Cyclonus tells the Autobot Head Masters "Prepare to Di-ee." Starscream has a silly moment or two with this, screaming die while being blasted onto his backside! Megatron only uses alternative phrases to be colorful. That made it a bigger shock when the same line he had been using for two seasons finally was made good on when he killed Brawn with one shot in The Movie. Somewhat subverted at least once in the third season where Galvatron made good on his threat to 'gut this entire planet.'