Anti-hero Guts and the monsters that he fights say this back and forth to each other in Berserk, Guts due to his Made of Iron stature and sheer refusal to die, and the demons due to their supernatural toughness and endurance.
Szayel Aporro says this to Mayuri during their fight. "Why?! I destroyed all of your organs and tendons! So why won't you die?!"
Nnoitra Gilga screams this during his fight with Kenpachi, who is not only taking all of his attacks without apparently feeling them but is also laughing with glee even as he gets torn apart. "You've pissed me off long enough. Die God Damnit!"
Driscoll Berci's Famous Last Words were to ask Yamamoto to die already after his stolen attack had no effect on him. Yamamoto then reduced him to a pile of ashes.
Candice Catnipp says this to Kenpachi when she zaps him with lightning twice and Meninas McAllon punched him into a crater. The Red Shirts of Squad 11 shout this to Giselle Gewelle after she shows no signs of pain and keeps talking when they slash her from shoulder to stomach.
Anyone who encounters an Abyssal One or Priscilla in Claymore will end up thinking this.
Fans of Dragon Ball Z have certainly said this enough times while watching some of the fights, But two times of characters saying it comes to mind: when Frieza is fighting Vegeta, Krillin and Gohan, he begins to wonder if they're immortal because they keep coming back. (Then he notices Dende healing them). Later he says a variant when Goku reveals he's Not Quite Dead. There are probably plenty more.
Nakago: (to Tamahome) Damn you... I thought you were dead.
Gantz manga: The Nurarihyon fight went on and on and on, suffering quite a few explosive "deaths," just to show up in yet ANOTHER form. It gets to the point where one of the team members bemoans how this fight just never ends.
Nike, The Dragon in Air Gear can take horrendous amounts of punishment. In every single battle he's been in, he's been taken down only to get back up for more mutual asskicking with his opponent. In his fights, he tends to actually take more damage than his opponents do, but his vast endurance helps him survive when his opponents generally don't. His refusal to stay down has several characters saying, or at least thinking, "What the hell does it take to put this monster down?"
Hellsing: At some point in the series, almost every recurring character receives this line or similar for their astounding survivability. One noteworthy instance of Alucard's insane durability has him flying a stealth plane at breakneck speed into a vampire Nazi-controlled battleship, wading into a hail of bullets and grenades from its crew, then taking over a dozen gut shots from an enchanted bullet the size of his noggin.
Spoken word-for-word in Nabari No Ou by Kannuki-sensei after Kouichi was shot in the heart and came back to life.
Neon Genesis Evangelion, when Asuka's trying to stab an angel that's been so strengthened by hatching in an active volcano, her knife can't pierce it: "Die, damn you!"
There is also Asuka fighting the 14th angel. "Why won't you collapse damn you!?"
A much, much nastier example can be found in End of Evangelion. This happens three times, maybe. The first is when the JSSDF decide to try and destroy Unit 02 with a battleship, a couple of artillery and tank battalions and a small army. Needless to say, they fail. Then Asuka fights the nine Mass Production Evas. She kills them all. And then they regenerate, despite being cut in half, missing the head, missing an arm etc. Asuka probably was thinking this, except for the fact she had been stabbed in the eye with a lance. Then, Unit 02 and Asuka are still alive after having been eviscerated, eaten and stabbed. And she tries to reach up and attack them. So they split her arm and impale her again. And again. And again. And again. And again. And again. And again. And again. And then they run out of spears, but by that time, Unit 02 and Asuka are both already dead.
And then, just to be sure, they take some of the remains and eat on-the-fly, and drop them as soon as EVA-01 shows up.
In the original version of EVA-01 versus Zeruel, Zeruel still has the stamina to moan, even as it is being eaten. Don't ask how, it just won't die.
In the Rebuild Version of this battle, Zeruel kept getting beaten up for about 20 minutes, before EVA-01 and Shinji initiate Third Impact and cause Zeruel to explode in a huge explosion of blood (not as much as Sahaquiel, though. It flooded Tokyo-3 completely by dying).
One Piece: Crocodile asked this question of Luffy after impaling him and dehydrating him, in that order.
A lot of Luffy's pre-Time Skip opponents were pretty much asking this question towards the end of their fights with him — the thing is, Luffy doesn't know howto die.
Koichiro Kase has this reaction towards the end of an episode of Weiß Kreuz after Ken returns unscathed from Kase's second attempt at killing him. Ken replies solemnly, "I don't like hell."
Done in YuYu Hakusho, although the circumstances are a little different than normal. When Kurama faces off with the elder Toguro, he tricks Toguro into being caught by a cursed tree that inescapably binds its victims, then fills their heads with hallucinations while it drains the life energy out of them. Thus, although he is simply bound to the tree, Toguro lives in an eternal hallucination of delivering fatal blow after fatal blow to Kurama, only for Kurama to shrug it off.
Why won't he die? Why won't he die?!
In the manwha/manga Shin Angyo Onshi. This is Hong Gildong's reaction to Munsu still being alive despite having a massive Ki bomb fired at him.
In Is This a Zombie?, Kyoko screams this when Ayumu won't die no matter how many times she stabs or blasts him.
In A Certain Magical Index, Accelerator screams this to Touma during their rematch in Volume 20, when Touma keeps surviving every attack Accelerator launches at him.
Happens in Uraboku with the Duras Ashley. She first gets Shuusei to admit that he wants to die and stops his heart, then almost kills Hotsuma who's Voice of God then revives Shuusei. They proceed to kick her ass, because they ARE stronger together, and she really doesn't like that.
In his first adventure, Popeye was shot 16 times and still continued to fight.
A variation appears in 52, during the climactic battle between Lex Luthor (armed with all the powers of Superman) and Steel (armed with basically some armour and a big hammer). After Steel responds to the predictable Curb-Stomp Battle that ensues by continuing to keep getting up no matter how hard Luthor hits him, Luthor — after first mocking the increasing number of injuries that Steel is racking up — bellows "Are you still getting up? Lie down and die!"
In An Entry With A Bang, one shipman has this reaction after a Dropship eats enough SM-2 missiles to supposedly take out a large chunk of the old Soviet air force and still isn't greatly damaged.
In Latias Journey, this phrase is applied to most of the undead horrors that keep regenerating — some after multiple actual deaths, and one having been utterly vaporized.
In Yu Yu Hakusho Abridged, Kuwabara has apparently already killed Byakko twice when Byakko comes back again, albeit horribly wounded.
Kuwabara: How many times do I have to kill that guy!?
Vegeta in Dragon Ball Z Abridged does the same, hilariously, whilst trying to punch Gohan into oblivion as he turns into an Oozaru. Frieza has a Buffy Speak version after Goku goes Super Saiyan. "Stop that! Stop...not-dying!"
Kikami, when she takes control of Sarah's body in the Soul Eater fanfiction Witches Man, Witches while swinging her scythe at the vampire Nikolai. "WHY...WON'T….YOU….DIIIIIEEEEE?"
Burning Black: Remy screams this often at Timothy after the latter continues to survive all the possible ways a person can be killed that Remy can think of. When Remy tries ways to kill magical creatures on him, the effects are soon neutralized with the help of anti-fairies and Caleb's magitechnology.
A quite hilarious exemple in Fate Stay Night: Ultimate Master, where Zouken, after learning about Ben Tennyson joining the Holy Grail War, immediatly sends True Assassin to get rid of him as quickly as possible. Cue an extremely frustrated True Assassin trying to stab Ben... in Ampfibian form.
That joke was an intentional satire of one of the supposed rules of Bond. The joke was lost when James Bond killed a woman in cold blood the same year as this film came out, and indeed, James Bond had previously killed at least two other women before that point (Xenia Onatopp in Goldeneye, as well as another woman in The Spy Who Loved Me, as well as pushing a woman into the line of fire of one of her henchmen).
In the 2000 movie Gladiator, Emperor Commodus says a variant of this to Maximus, after the latter has just won a match that was blatantly rigged against him.
Commodus: What am I going to do with you? You simply won't... die.
In Heroic Trio, the main characters have a brief discussion about this concerning The Dragon who doesn't even seem to feel pain. After that, the fight the Big Bad who goes through about three fake-out deaths before finally going down.
Hugo Drax: Mr. Bond, you persist in defying my efforts to provide an amusing death for you.
In similarly erudite manner by Kamal Khan in Octopussy:
Kamal: You have a nasty habit of surviving.
Bond: Well, you know what they say about the fittest.
By the end of the The Lone Ranger, Cavendish (and Cole) become very frustrated about the Lone Ranger and Tonto's refusal to die.
Butch Cavendish: These two have a hard time stayin' dead!
In the movie Me, Myself & Irene, in one scene a cow refuses to die after having a gun fired until it's empty on it, and was wrestled to death, and beaten with the gun, and left there to die. It apparently was injured, though.
Parodied in Monty Python and the Holy Grail, where King Arthur maims the Black Knight, who continues to try fighting even after losing his arm... and his other arm... and his leg... and his other leg. He decides to call it a draw at this point, until Arthur starts to leave, at which points the Black Knight declares he'll bite his legs off.
In The Sea Hawk (1940), the evil Lord Wolfingham (Henry Daniell) greets the hero, Geoffrey Thorpe (Errol Flynn) who has escaped from numerous perils, with the words, "Have you nine lives, Captain Thorpe? Surely most of them must be used up by now." Cue Flynning.
One of the many things that gangster Bullet Tooth Tony from Snatch is infamous for is surviving being shot 6 times by an enemy. A flashback to that event shows the guy shooting Tony screaming "Why won't you fucking die?!!" just before he runs out of bullets.
Tony himself has this moment later with Boris "The Bullet Dodger", who takes an entire clip magazine from Tony's Desert Eagle before he finally dies.
In the original live-action Transformers movie, while trying to take down a particularly well-armoured Decepticon with a tank for a vehicle mode, one whose name is either "Brawl" or "Devastator" depending on who you ask, Captain William Lennox watches the robot shrug off a severed limb, several disabled weapons systems, and constant fire from Lennox and his marines, and says in disbelief, "These things just don't die!"
The V for Vendetta movie has a terrified Creedy asking V "Why won't you die! Why won't you die!" after V massacres his men despite having been shot dozens of times.
Harry Potter:"Because I have something worth living for."
In the film proper, he has this reaction when his killing curse fails to kill Harry for the second time. While he doesn't say anything, his look of disbelief, followed by angry explosions, which is then followed by physically attackingHarry shows it.
In Sharknado, Nova screams this to an attacking shark that she stabs repeatedly. After a few more stabs, it does eventually die.
In the Maximum Ride books, Max and the flock have this problem with Ari.
In Animorphs, Visser Four yells "Why don't you die?!" after the characters survive yet another should-have-been-fatal blow (see, their trip through time to follow him was part of a Deal with the Devil - an evil Sufficiently Advanced Alien said one dying was the price. The alien's rival and sometime ally of our heroes added the stipulation that only one could die on that trip, so the team discovers that they're suddenly Nigh Invulnerable, regenerating even fatal wounds instantly.)
Ciaphas Cain says two variants in a single fight in the novel For the Emperor.
In Never Where, the Marquis can return from the dead. Thus:
Mr. Croup: I already killed you once today. What does it take to teach some people?
George Orwell's essay Shooting an Elephant. By the end of the essay the reader is wishing the poor damn thing would die, too.
From Mistborn, another of the "How many times must I kill you?" variety:
Lord Ruler: I killed you, once. Kelsier: You tried. But you can't kill me, Lord Tyrant. I represent the thing you've never been able to kill, no matter how hard you try. I am Hope.
Kelsier seemingly goes down in a One-Hit Kill immediately after making this statement; and, well, that's where it gets complicated...
In Dead Reckoning of the The Sookie Stackhouse Mysteries Sandra pelt has a moment of this where she screams psychotically at the titular character over this as she has by this point taken countless attempts at Sookies life with the heroine surviving all of them mostly unscathed.
Redwall book "Mossflower" Martin beats the Big Bad with some help from a Badger Warrior Spirit by simply standing up and fighting after... five fatal wounds? (Someone get a count please)
In the first two books of the Silverwing series, Shade becomes very used to his nemesis Goth surviving seemingly impossible situations. (Caliban: "Chances are he's dead..." Shade: "He doesn't die.") In the third book, he rages this trope inwardly when he faces Goth in the bat underworld - not because Goth won't die, 'cause he had at that point, but that he won't do so in a way that would involve no longer plaguing Shade and his family.
In Rihannsu: Honor Blade, Romulan Praetor Gurrhim tr'Siedhri miraculously survives a gunshot wound to the chest and an intentionally botched surgery to ostensibly repair the damage. Those responsible, his political rivals in the Praetorate, complain that "Farmer Gurri" can't even die right. Note he would have died eventually, but his aides and some of the soldiers manage to break him out of the warbird's sickbay and get him to the Enterprise, whereupon Bones McCoy redoes the surgery properly.
Walker, Texas Ranger: The 1998 episode "Warriors" had an instance of this, where Walker tried to kill the enforcer of a supremacist group, whose ringleader was attempting to create an army of genetically superior, undefeatable soldiers to aid in his ultimate goal of world domination. The trope comes into play when Walker and Trivette were attempting to stop the group from kidnapping a genetic researcher. After Trivette is roughed up by the unbeatable enforcer and about to be killed, Walker shows up and attempts to shoot the enforcer ... emptying his gun while shooting him in the head and chest. The enforcer merely absorbed the bullets as a dumbfounded Walker tried to reload his gun, before Walker was also beaten up. After the villains leave, the dazed Walker and Trivette try to figure out why they couldn't even so much as make the enforcer flinch, despite following procedures and aiming at vital areas. (Not to worry: In the end, Walker – with some help – does figure out a way to beat the enforcer.)
Super powers and super power-related phlebotenum allowed several characters from Heroes to cheat death. Claire (and Adam Monroe, later Sylar and Arthur Petrelli, and sometimes Peter) can't die; Claire's father Noah can survive being Moe Greened by Suresh thanks to Claire's blood; Peter bounces back from a shotgun blast thanks to a boy's power of healing; characters have also died in timelines that were subsequently kyboshed.
A slight variation: the Doctor Who episode "Dalek" has the Doctor yelling, "Why don't you just die!" to the title monster in a death machine. Counts, though, because he went to a lot of effort to wipe out their race at the cost of his own, and isn't happy this one slipped through the cracks.
The main characters of Stargate SG-1 do this in speaking about archenemy Apophis.
Teal'c: Apophis must have transported off of Sokar's ship before it exploded. Col. O'Neill: Somebody's got to teach that guy how to die.
Also implied about Dr. Daniel Jackson more than once... But then he DID come back from deadly situations more than once.
Star Trek: Enterprise: The evil Mirror Universe version of Dr. Phlox, frustrated at how long the Tholian captive he's been ordered to eliminate is managing to cling to life (especially since it's transmitting a short-range distress signal to all the other Tholians in the area, and they're rapidly closing in on the I.S.S. Enterprise), growls "Will you kindly die!?"
Used ironically on The Colbert Report, during a period where Colbert was taking any excuse, however flimsy, to repeatedly show a clip of controversial pastor Jeremiah Wright:
Colbert:(grinning) Why won't that story die?
Parodied in an episode of Bottom: On getting a whiff of the lethal alcoholic mixture Eddie carries around in his hip flask, Richie inquires 'How are you alive?'. Eddie grins, taps the side of his nose, and cheerfully replies 'I may very well not be.'
In the 8th season of Scrubs, there is briefly a new Chief of Medicine, Dr Taylor Maddox. Despite her very friendly and personable attitude toward her co-workers, she has a very cold-blooded and by the book approach to taking care of patients, which leads Cloudcuckoolander J.D. to do an Imagine Spot of her trying to smother a patient with a pillow after the patient's insurance coverage has run out. When he survives the first round of this, she tries again while shouting "Why won't you die?!!"
In the first season finale of Leverage, there is a mundane example. An opponent growls at a badly-beaten Eliot Spencer: "Why won't you go down?" Eliot laughs.
Variation in Angel, where Angel is fighting a demon and decapitates it. The demon's body stirs.
Angel: Come on! I'm holding your head!
The demon needed to be killed a certain number of times before it died.
There's a more typical one on the Buffy the Vampire Slayer end, with Buffy going "WHY...WON'T...YOU...DIE?" as she's pounding.
Tina Greer asks this in the Smallville episode "Visage", as her Super Strength is not nearly enough to defeat Clark Kent.
Brad Willis from Neighbours: He was shot by Bob Landers, attacked by a shark, saved Beth and Hannah from a burning cottage... and none of it killed him.
Not to mention the various attempts on Paul Robinson's life. He has been pushed off a cliff (twice), sent poisoned letters, almost strangled to death, shot in the chest by his own son, kidnapped and mind-tortured, suffered from a life-threatening brain tumor, and pushed off the mezzanine of a building. Even he has expressed surprise over not being dead yet.
Top Gear once tried to destroy a Toyota Hilux by having it suffering a series of increasingly terrible accidents. Driving down stairs, driving into a tree, leaving it at the beach at low-tide, driving through a hut, dropping a caravan on it, and bashing it with a wrecking ball didn't kill it. So they set it on fire. That's didn't work either. So they tried again in a later episode and cranked it Up to Eleven.
It didn't work either.
Scorpius in Farscape is really bad at staying dead through a combination of Made of Iron, really excellent planning, and some impressive body armor.
Crichton: Kryptonite? Silver bullets? ...Buffy? What's it gonna take to keep you in the grave?
Morriseys song "Margaret on the Guillotine"; asks this question in regards to Margaret Thatcher.
the Eminem song Go to Sleep features a variation. Namely, "why are you still alive!?"
The Goons' song, "Bluebottle Blues", is a duet between the usually-heroic Neddy Seagoon and perpetual Butt Monkey Bluebottle, in which the former does his best to kill the latter. Finding Bluebottle still bemoaning his lot after one particularly nasty attempt, Seagoon comments irritably, "...still ALIVE?"
During Triple H and The Undertaker's match at Wrestlemania 27, nothing Hunter hit Taker with would keep him down. Pedigree? Nope. Three Pedigrees? Not even close. Steel chair shot to the head and The Undertaker's very own Tombstone Piledriver? gets a two and a half count... Triple H fucking loses it:
Triple H: Stay down! JUST DIE!
The reaction of many a Killer DM upon facing down a player Barbarian in Dungeons & Dragons. Dropped to 0 HP? Activates a death-ignoring ability, keeps fighting, is healed to above 0, ending the power effect. Dropped to 0 HP again? Activates the second ability, keeps fighting, is healed to above 0, ending the power effect. Dropped to 0 HP again? Activates another ability, keeps fighting. Built in such a way, a Barbarian can and, frequently, will keep fighting until he dies on his feet or kills the entire enemy group.
Same as the above often goes for Lunars, who pack massive damage absorption, lots of health levels, regeneration and top it off with ability to outright not die when killed so long as they have Essence to spare.
Alchemicals have a couple similar abilities - getting massive layers of armour installed and getting (a limited amount of times) after getting killed.
In general, any Exalt can stay invulnerable for some time by using perfect defences to evade attacks, but it's mainly the above that may roll with taking them and just keeping going despite the damage.
In Magic: The Gathering, New Phyrexia will continue whenever a drop of Phyrexian oil remains. Also, Squee, Goblin Nabob returns to your hand when he would otherwise go to the graveyard. There's also Platinum Angel, which makes it so you can't lose.
What many player say when facing a Necron army. Their rule "We'll be back!" effectively gives almost every unit killed a 33% chance of getting back up (doesn't affect all unit types, and if said unit was killed by certain weapons, this rule doesn't apply) Furthermore, the Necron player can give his units an even greater chance to get back up.
The same thing applies to the "Feel No Pain" rule, which gives models a 33% chance to ignore any wounds that don't cause an instant kill.
Often heard as a traditional response to any player forced to oppose a BattleMech classified as a 'zombie flashbulb' in BattleTech. 'Zombie' means that the 'Mech is designed with thick armor, hardy physical construction, and will generally keep fighting short of shooting out the fusion engine or the cockpit, and 'flashbulb' means that the 'Mech carries an arsenal designed solely around energy weapons, which have no volatile ammunition to detonate and no limit on how many shots they can fire beyond the risk of overheating. This translates into a BattleMech that can be reduced to a head perched precariously atop an engine with two legs attached that might still be attacking. Few BattleMechs are naturally that tenacious, but there are designs which take Made of Iron to a very literal extreme.
Taken Up to Eleven by the Archangel in 4 of its 6 variants (the other 2 heavy explosive components). It's 100 tons (as heavy as mechs get), and has max armor (307), so combined with internal structure it can feasibly absorb over 400 damage and keep fighting. If that wasn't enough, it's got a Compact Engine and Gyro, cutting the chance of engine or gyro hits in half, from 6/12 and 4/12 to 3/12 and 2/12. Oh, and it carries several Head and Center torso mounted weapons.
Master Li says something along these lines when you succeed on breaking free of the cage he wove for you from your own doubts at the end of Jade Empire.
Vladimir Zakarov says this to Tequila at one point during the Penthouse stage in the John Woo game Stranglehold.
Vlad: Dammit! What do I have to do to make you die?!
Mission Vao in Knights of the Old Republic has an exasperated "Just Die Already!" as a Battle Cry. Other than that, this trope is conspicuously absent, while people will constantly comment on characters surviving situations where No One Could Survive That, they rarely seem to be angry or frustrated about this. They seem pretty willing to chalk it up to the Force... and who you were in a past life.
Horne: What do you mean, "he's unstoppable?" You are superior to him in every way that counts. You are better trained, better equipped. You outnumber him at least twenty to one. Do... your... job!
A similar message is issued to a group of mooks earlier on in the game, with the inclusion of the phrase "He's just one lousy cop!"
Goon: Boss... Gognitti... it's Max Payne... he came and... started cappin' us... He killed... ugh... Gognitti: Are you freakin' kidding me? He's just one lousy cop! You'd better be freakin' kiddin' me! Whack him!What's the freakin' problem?! Hello? Answer me! Hello?!
Vlad gives a much more explicit version of this near the end of Max Payne 2.
Vlad: What the fuck is wrong with you Max? Why don't you just die?You hate life, you're miserable all the time, afraid to enjoy yourself even a little. Face it, you might as well be dead already. Do yourself a favor, give up!
At a certain point in Half-Life 2, a frustrated Dr. Breen has this to say to the soldiers that Gordon Freeman's been killing for a while now:
Dr. Breen: How could one man have slipped through your force's fingers time and time again? How is it possible? This is not some agent provocateur or highly trained assassin we are discussing. Gordon Freeman is a theoretical physicist who had hardly earned the distinction of his Ph.D. at the time of the Black Mesa Incident. I have good reason to believe that in the intervening years, he was in a state that precluded further development of covert skills. The man you have consistently failed to slow, let alone capture, is by all standards simply that — an ordinary man. How can you have failed to apprehend him?
At one point the mercenary boss during Grunt's recruitment mission screams "There are three of them! 'Three! Anything can be killed if you'd just do your damn jobs!" as Shepard's squad smashes through her army.
Any player feels this with enemies covered with Plot Armor in the third game. Kai Leng deserves a special mention because you just know that if the mechanics were being fair during their fight on Thessia you could blow that motherfucker to pieces no problem.
Nathan Drake says this to Big Bad Lazarevic in the final battle of Uncharted 2. Something along the lines of "My god... why won't you die?!". Lazarevic may sometimes say it to Nate as well.
In Saints Row 2, after defeating Mr. Sunshine, the Sons of Samedi's resident voodoo practitioner, he keeps getting up after being shot repeatedly. Quite annoyed by all this, the protagonist shoots him a few more times shouting "For fuck's sake, die already!" After about the third time he falls, the protagonist makes sure he's dead by chopping Mr. Sunshine's head off and throwing it into a meat grinder.
Minor example in Persona 4 is when Kanji attacks a shadow, but fails to finish it, he sometimes shouts, "Lay down and die already!"
In Tower Of Heaven, the deity winds up shouting, "How dare you... How dare you continue to live?"
In one of the endings of 999, Ace (who has had his heel nature exposed to the cast) is discovered by Snake to have been the one who killed his sister, Clover. He proceeds to empty an entire clip into the enraged Snake, including a shot TO THE FOREHEAD, and Snake STILL gets up and tries to kill him. He then exclaims this trope's title exactly.
Far Cry 3, both Jason and Vaas to each other. Vaas tries to hunt, burn, drown, and execute/bury Jason, and Jason STILL gets back up. Jason tries to shoot Vaas multiple times and it barely slows him down, because Jason is hallucinating from the knife wound and shooting hallucinations, while the "REAL" Vaas is about 100 yards away. The player can either shoot down about 20 Vaas ghosts or rush through the melee-only hallucinations and just kill him already. This is also an insult to both the player and Vaas because repeatedly shooting Vaas instead of spicing it up means that the player is not improvising and stuck on the same level over and over (insanity), and Vaas is repeatedly trying to permanently kill a PLAYER CHARACTER. Yeah, good luck with that.
In Goblins, when Goblinslayer's Dragon tries to kill Big Ears with an axe that Ears is immune to, he winds up asking "How many times do I have to kill you before you'll die!?" after seeing Ears survive several killing blows unharmed.
The same thing occurs between a Min-max and a Forgath in the maze of many.
In Homestuck, this is invoked when Caliborn blasts a few hundred full metal jacket rounds through Gamzee's torso with an assault rifle. He's still alive. Minutes later, he repeats the process, and beats the shit out of him with a magical crowbar. Still alive. Word of God chalks it up to in-universe clowns basically being inexplicably invincible, or at least ludicrously difficult to kill.
Happens again with Gamzee when Terezi invokes the trope by name when trying to stab him with her caneblades after having broken off their stormy kismessitude.
SCP Foundation: SCP-682, the Hard-to-Destroy Reptile. The name is actually a misnomer, as it implies that it can be killed. The only thing they haven't tried yet is a 300 megaton nuke, and that's because the thought of a giant regeneratingadapts-to-whatever-you're-using-on-it lizard that can resist nukes is too horrible to bear.
In Futurama episode "ReBirth", after Bender survives being eaten by the Cyclops Eater and exploding from the doom's day bomb that was powering him up, he walks out asking "What does it take to kill me?".
In the four-part episode "City of Stone", a man in a mask who Demona identifies as "The Hunter" shows up to stop her. She says somewhat incredulously, "How many times must I destroy you?!" Subverted twofold: Demona has killed previous Hunters before, but their descendants always take up the mantle; and in this case the man in the mask was actually Macbeth, the one person she wants very much never to kill (since she would magically die along with him).
Before this, Demona gets such a line in "The Mirror". Towards the beginning of the episode, she orders Puck to rid her of "the human Elisa Maza." Puck playfully misconstrues this and, rather than use deadly force, turns Elisa into a gargoyle. When Gargoyle-Elisa shows up to kick ass and take names, Demona does a Double Take before raging, "What does it take to DESTROY you?!" Which is somewhat hilarious as she should have realized Elisa was still alive after she made Puck "do the same to every human in the city."
In the first season finale of Jackie Chan Adventures, Shendu responds to Jackie interrupting his endgame plan with "How many lives do you possess?!" This is after he blew Jackie out the window of a skyscraper from the tallest floor with dragon fire.
In The Problem Solverz episode "Videogamez", Horace says this exact line when attacking the final boss in Tomb of Nefertiti, who seems invincible.
In the Valentine's Day episode of The Simpsons, the skywriter with whom Homer has been struggling finally succumbs to the urge to vent:
"Doggone it, why won't you DIE?!"
In the episode Homer Scissorhands, driven mad by all the constant chatter by the women he styles, drives him to commit barbercide. Where he causally walks over and drinks a glass of blue cleaning liquid for his tools, only for nothing to happen.
"Awww why doesn't anything kill me?"
In the Halloween episode where Homer kills Death, the Springfield mafia pick a bad time to deal with Frankie the Squealer.
"Frankie the Squealer, why won't you DIE?"
"If I knew, I'd tell you, I swear!" (they keep shooting) "Better call my wife, tell her I'll be late." (takes out mobile while still being shot).
Dr. Orpheus from The Venture Bros. fights a vampire at one point, but is unacquainted with the proper vampire killing technique. He gets increasingly frustrated when the vampire he keeps blasting just gets back up. "Oh, for heaven's...Why won't he just die?"
Mrs. Puff in the Sponge Bob Square Pants episode "Demolition Doofus", when her plan for SpongeBob to get killed (yes, killed) at a demolition derby is backfiring and he doesn't get hurt.