Out of Continues

My only consolation is that true death comes closer with each dying.

—The Alien Inventor, The Dig

Let's face it: Death Is Cheap. If you die, there's always some alien artifact or magic spell or wish-granting being of immense power that's ready, willing and able to bring you back. Coming back as a shapeless, soulless horror? Never heard of it.

Sometimes, though, this nigh-Immortality has other, no less dangerous caveats. If the number of times you can come back is limited, then you will eventually run out, and when that happens, you're as mortal as anyone else.

See also Living on Borrowed Time, where a character is already technically dead, but has had their life artificially extended.

As a Death Trope, Spoilers ahead may be unmarked. Beware.

Examples of Out of Continues include:

Anime and Manga

Once you use one of the Dragonballs to resurrect someone in Dragon Ball, you can't use them to come back again. They eventually work around it by getting a bigger dragon.
In Naruto, each method of resurrection only seems to work once. Unlike other Dangerous Forbidden Techniques, these are actually very likely to kill the user.
In Inuyasha, Sesshomaru's sword (the one that brings people back to life) can only resurrect a person once. This became an issue when Rin died again.
In Fate/stay night, Berserker has quite a few lives, Rin takes one, Archer takes 5, and Saber takes the rest at the same time. Hax.
- Also from Fate/stay night, Shirou runs out of continues when he gives Excalibur's scabbard back to Saber, causing him to lose his incredible Healing Factor. He explains this with the line "People die when they are killed".
In Higurashi no Naku Koro ni, Hanyuu's ability to send Rika back in time when she dies is each time less effective than the last, so the second season's final chapter cranks up the drama when it's revealed that there's only one more chance to get things right.
In Fullmetal Alchemist, the homunculi do a good job making themselves look invincible (and mostly act as though they were, even Greed who cut himself off from the one way of recharging his stone), but there is a limit on the number of times they can heal themselves before they run out of juice. Good luck burning through it all in one sitting, though. Unless you're Colonel Mustang and incredibly pissed.

Comic Books

One EC horror comic from the fifties (later adapted into a Tales from the Crypt episode) had a doctor discover that a cat does have nine lives thanks to a special gland, and also that he can transfer it into a human. He performs the process on a man, and they then go into show business. (Cause you know, that's the only possible use for it.) The man becomes "Ulric the Undying," and does things like leaping over Niagara Falls and getting the electric chair. For his grand finale (his eighth life) he'll be sealed into a coffin and buried alive for three hours. As he lies there, he reflects on the whole experience...and then realizes that the process of transferring the gland killed the cat, thus that one life had already been spent. Oops.
We'll see if it sticks, but supposedly this is the case for the entire DCU in the wake of Blackest Night; according to Dan DiDio, Death Is Cheap, which had been taken to absurd levels in recent years, no longer applies.

Film

The Crow suffers this in the movie, while his bird is being held by the Big Bad's sister. He got better, and then he didn't.
Slightly related: in the John Travolta movie Michael, Michael is using his very last trip to earth.

Literature

One of the purported uses of the Philosopher's Stone is granting eternal life. Many a tale involves the consequences of its destruction; modern examples include Fullmetal Alchemist and Harry Potter and the Philosopher's Stone. In the latter, it is revealed that Nicholas Flamel successfully created the eponymous artifact and has kept himself and his wife alive for over 600 years with it. However, since Voldemort seeks the Stone as a means of resurrecting himself, Nicholas Flamel and his wife agree that the Stone must be destroyed, and they accept the consequences of doing so.
- Another example from Harry Potter would be Voldemort's Horcruxes, a set of Soul Jars he created to ensure his immortality. By the end of the seventh book, they've all been destroyed through the efforts of Harry and his friends.
  - Rowling stated that Voldemort ultimately wouldn't have used the Philosopher's stone to maintain his immortality as he would've been dependent on constantly drinking the elixir of life which he'd need the stone to produce, thus having a serious weakness. The horcruxes were a better alternative in his eyes.
- The titular objects from Harry Potter and the Deathly Hallows can, in theory, allow someone to evade death indefinitely if they have all three. But in the story that speaks of the hallows, all three result in death eventually, though the Invisibility Cloak prolongs life the longest.
  - The novel heavily implies that death ain't so bad anyway and that it's best greeted as a friend.
Saash in The Book of Night with Moon by Diane Duane is a cat on her ninth life.
In the Chrestomanci series by Diana Wynne Jones, several characters have nine lives. Only one story in the series, "Stealer of Souls", deals with an Out of Continues situation.
The Cat (an assassin who can transform from cute little tabby into a vicious anthropomorphic killer) in The Looking Glass Wars was made with nine lives- by the end of the first book he's been killed eight times, both by the heroes and as punishment for failing his mistress.
In the Star Wars Expanded Universe, one of the motivating reasons for Palpatine trying to possess an infant Anakin Solo is because most of his supply of clone bodies used to resurrect himself were being killed, and those that were remained were tampered with by an Imperial lieutenant, leaving the clone bodies with rapidly decreasing lifespans.
The plot (and title) of The Ninth Life of Louis Drax seems to have some relation with this. Can anyone who's read the novel confirm?
Riverworld: Everyone respawns at a random location whenever they die. One character takes the "Suicide Express" trying to reach his destination (and evade pursuit). He kills himself so many times that he is eventually informed that he's reached the upper bound of lives and is very likely to not come back with each following death.

Live-Action TV

Doctor Who: Up until the end of the Eleventh Doctor's run, this trope loomed ever closer with each new regeneration. The writers subverted it at the last minute; being a Cash Cow Franchise, this came as a surprise to no-one. Doubly unsurprising, in fact, because the writers actually Retconned in two regeneration uses, accelerating the approach of his apparent Final Death.
- On the spin-off The Sarah Jane Adventures, the Doctor states that he can regenerate 507 times. Of course, this was Eleven speaking, so it's entirely possibly he was making things up. Word of God refuses to confirm either way.
- On a related note, if Jack Harkness really is the Face of Boe, then this eventually happens to him. For that matter, it might anyway.
- In the episode "Let's Kill Hitler," The Doctor is drugged with a lethal poison, and cannot regenerate to save himself. Fortunately for him, another Time Lord cures him by burning through their remaining regenerations.
Weyoun of Star Trek: Deep Space Nine is killed more than once, and brought back via cloning. In the final season, during the Dominion War, the place where his clones are created and/or stored is destroyed, and he is killed during the finale. It's stated that this was his last clone. (Do we have to say that the Expanded Universe had more turn up the first chance it got?)

Tabletop Games

In second edition Dungeons & Dragons, your originally-rolled Constitution stat was also the number of times your character could be brought back from the dead. To help you keep track, you lost one point of Con with each death/return.
- In 3rd Edition and 3.5, death costs one of your character levels if you're above first level - it takes away two points of Constitution if you've only got one level to begin with.
Promethean: The Created: A Promethean starts its existence with one free resurrection on its account... assuming it has more than one Azoth dot. Once it dies, all but the one dot burn away and it gets back up, but the next death will finish it. Osirans (and those other Prometheans willing to pay for it) start with a power called Revivification, which lets them expend their own Azoth to bring back fallen Prometheans (at an ever-increasing price), and which sacrifices itself to raise them if they fall rather than expend the "free" revival. It can be repurchased, but once you don't have the experience or Vitriol to rebuy it and have expended your resurrection, assuming you don't have any friends willing to give up their own progress for you, you've run out of continues as a Promethean.

Video Games

Sudden Death in most games where it is taken literally.
Unreal Tournament III uses the Hand Wave of "respawn teleporters" to explain how people can die and return; Out of Continues, in this context, means your teleporter's out of juice.
Eat Lead: The Return of Matt Hazard uses this at the end of the first level, where Matt is told that someone hacked the game to erase all his saves, so that when he died, he would die for good.
The page quote comes from the Alien Inventor from LucasArts' The Dig, who sealed himself away in a pyramid so that future generations who arrived on the planet could revive him (using the very same life crystals he invented) and learn of his grievous errors. Chatting with him reveals that the crystals' effect wears off with each subsequent use, until the crystals fail to resurrect the subject at all. He himself dies mere minutes after each revival, though whether it's due to the crystals failing or his own desires is left unsaid.
In Left 4 Dead, going down twice will result in your vision turning greyscale. If you get knocked down again without receiving medical help, you're not getting up.
It is implied early on that the protagonist of Immortal Defense and his fellow path defenders are a case of this: their minds may be immortal and nigh-godlike entities in pathspace, capable of raining destruction upon countless fleets of enemy ships, but destroying their original physical bodies will kill them. It's later revealed that this is an outright lie. Path defenders exist independently of their bodies: they cannot be killed, period, nor can they ever return to their physical forms. This is not necessarily a good thing.
Five Nights at Freddy’s Security Breach; If Gregory manages to survive until 6AM, the player has the option of leaving or staying to investigate the place further. If Gregory leaves, Vanny will, hunt him down and kill him. But while staying opens the possibility for the better endings and gives him a Party Pass that allows access to every part of the complex, the Save Points will no longer work - from that point on, it's all or nothing.

Web Comics

After Heaven burned down in Achewood, Roast Beef's next death was much less straightforward.
In a Captain SNES episode, it dawns on Mega Man that the building where extra lives are made has been blown up to bits.

Western Animation

The Season 3 finale of The Venture Brothers, when the Hank & Dean clone slugs are used as cannon fodder.
- The Season 4 preview shows: Rusty has already just begun growing another batch.
  - Never Trust a Trailer: That was just a Flash Back to the original clones.
There was a Tweety and Sylvester cartoon where Sylvester had used up eight of his lives, and if he died again he died for good. Naturally the world was out to kill him at that point.
In Drawn Together, Link Expy Xandir decides to commit suicide and does so... but re-appears with 98 lives instead of 99. He spends the entire episode killing himself until he has only one life left, at which point he decides to continue living.
- In a later episode, Ling-Ling becomes so furious with Xandir that he begins killing him... and keeps on killing him until all of his lives are gone. The words "Game Over" appear and Xandir stays dead. For the rest of the episode, at least.
Spawn goes to hell when his power ends, but other than that, he can basically regenerate from near-death experiences.

Web Original

Khalid Shamoun from SOTF: Evolution has the power of resurrection, with the downside that each resurrection takes longer than the last. In theory, he eventually won't revive at all.