In Little Nicky, the title character is killed a total of seven times throughout the movie. As a son of the Devil, he has Resurrective Immortality and can just walk out of Hell. First, he gets hit by a train two seconds after arriving on Earth. Then he gets hit by a bus, attacked by a polar bear, hit by a truck, drowned by his roommate and stoner friends (at his own insistence), and hit by a train again while protecting his girlfriend — which, as a selfless act, sends him to Heaven. Finally, Valerie smashes his skull with a boulder given to her by Ozzy Osbourne so he can see his dad one last time.
In the first and third Scary Movie films Brenda gets killed and she's always back for the next one. In a scene available in the DVD, she is celebrating finally not being killed off in the movie, then a cargo container falls on her.
In the first two Men in Black movies, the local alien black market dealer Jack Jeebs serves a humorous variant on this trope in which his head is blown off, only to re-grow within less than a minute. This happens multiple times in both movies, usually with the MIB themselves perpetrating the deed, much to his frustration ("You insensitive pricks, do you have any idea how much that stings?").
Jeebs: Even if I did, if it doesn't work, K dies, you blow my head off. If it does work, I brought back K who, just for the fun of it, blows my head off. Sooo, what's my incentive? [K raises his gun to Jeebs' head] Jeebs: [Weak laugh] Okay homey, I keep it right downstairs next to the snow blower.
MST3K fan favorite Space Mutiny has one character killed, only to inexplicably reappear alive and well... IN THE VERY NEXT SCENE. (Though, in this case, it's due to the movie's editor not paying attention to what order the two scenes were supposed to be shown in, rather than the character actually coming back to life.)
A long-running joke like this is hard to pull off in a film-format, but Top Secret! manages with the character of Latrine, who shows up three times, mortally wounded, to gasp out the intelligence he gathered.
In The Gamers: Dorkness Rising, the bard user gets sick of being resurrected (and subsequently losing a level)... so he brings in 50 more bard character sheets. In one scene, the other characters literally use his pile of corpses as cover.
Phil in Groundhog Day is living the same day over and over due to a time paradox. He finally loses it, abducts the town's groundhog, and kills himself by driving off a cliff, only to wake up alive and well the "next" morning. He then spends a long time committing suicide, trying to find a way out, only to keep waking up unharmed the "next" day. While the audience only sees a handful of the attempts, he later talks about his predicament to another character and runs down a verbal list of all the various ways he's killed himself.
Scamper the rabbit from Igor is killed multiple times, but always comes back because he was injected with an immortality potion. At one point his head is blown off, but it just regenerates; a recurring gag is how he just wants to die permanently.
Scruffy Banister the cat from Madhouse (the 1990 comedy) died about 7 times in the movie. Its deaths include getting hit by a car, drowning in a fish tank, hit by a lawn mower, blown up by a firecracker, and dying of a heart attack after snorting cocaine. There were attempts to cook and microwave it, with unknown results. In the end, Mark estimates that Scruffy has 3 lives left out of 9and is going to live them in the titular house.
Loaded Weapon 1 has a character that keeps returning after his death because he thinks it's the sequel already.
The Three Stooges die at the end of four of their shorts "Half Shot Shooter", "Three Little Sew and Sews", "You Nazty Spie!" (later revealed to have been averted in the sequel,) and "I'll Never Heil Again".
The Wilhelm Scream has punctuated the deaths of countless redshirts in film, all dying with the famous last words: "AAAUUGGH!" There's a Wilhelm in most George Lucas and Peter Jackson movies. However, it's become so recognizable that many directors have stopped using it.
Hardcore Henry features Jimmy, who serves as Henry's Mission Control. He keeps showing up, getting killed within a few minutes, and reappearing with a slightly different appearance a short time later. It turns out that the real Jimmy is actually a Genius Cripple remote controlling a small army of Expendable Clones.
Too many Slasher Movie villains to count. Chucky from Child's Play dies in nearly every movie. Jason from the Friday the 13th franchise has died a minimum of three times, possibly eight as it was hard to tell if he was truly dead in many scenarios.