In Groundhog Day, Phil does this to his clock radio that won't stop playing "I Got You Babe" every morning at 6:00.
To be fair, that was only two days that it played the song. He just happened to live the first day over and over for decades.
In The Movie of City Hunter starring Jackie Chan, the movie opens with this, with Jackie expertly shooting the (hanging) alarm clocks set by his assistant. He doesn't even come close to waking up.
At the end of Enchanted, Nancy's (animated!) cell phone rings during her (also animated) wedding. She takes it out; comments, "Wow, really good reception here," then throws it to the floor with enough force to shatter it to bits.
In The Mask, the titular character is "trying" to sneak quietly past his landlady's apartment when an alarm clock pops out of his pocket and starts bouncing noisily around. He finally smashes it with a giant cartoon hammer.
The opening sequence of Muppets from Space has a short montage of various Muppets turning off their alarm clocks with varying degrees of force.
Out of all of them, the only one to actually break a clock is Sweetums.
Played with in movie Get Smart. Agent 23 does this to a colleague's phone in a meeting (the colleague was texting during the meeting). The guy sitting on the other side of 23 angrily takes the pieces and says "Next time, use your own damn phone."
In Bruce Almighty, Bruce throws his pager out the window, where a car runs over it. It still works.
The Hong Kong animated film Color Old Master Q features a hapless alarm clock attempting to wake the titular character. It gets bashed with a wrench for its troubles. In spite of being reduced to a clockwork pancake, it succeeds in waking Old Master Q with a little help from Murphy's Bed abruptly dumping Old Master Q on the floor and closing up so he can't get back on it.