Death happens a lot in anime. Sometimes it's meant as a joke, but sometimes not, and it's hard to tell with genres like horror and comedy being so popular. The beauty of anime, along with its adorable characters, often tricks the viewer into thinking they're watching a cute little drama, but some gory demise, and often several, are just around the next scene.
One death is too conventional, so how about a character that has to die over and over again just to up the ante and milk the shock value? It's not always villains that suffer the pain of repeated death, either. It's often someone the protagonist cares deeply about or the main character themselves.
6 Madoka Kaname, Puella Magi Madoka Magica
It looks like such a cute little magical girl anime at first, and that's why it's that much more shocking to find out that Puella Magi Madoka Magica is just as much a horror series. This part of the plot unfolds later, and Madoka is unaware of it for most of the story, but she's died in other timelines, and one of her friends, Homura, has been trying to save her.
Homura only appears in Madoka's nightmares at first, which is a bad sign right from the start, and is trying to prevent her from coming into contact with Kyubey for some reason. Kyubey is the adorable cat-like creature who at first seems like a benign companion but is later revealed to be an antagonist who causes a number of devastating hardships, including Madoka's numerous deaths.
5 Diavolo, JoJo's Bizarre Adventure
He's a villain, and maybe it's what he deserves after manipulating reality so many times, but dying over and over again 24 hours a day, forever, is a bit much for anyone. That's what happens when someone has a crazy powerful Stand like Giorno Giovanna's Gold Experience Requiem, which no other Stand can oppose. It will even inform its victims of that fact before it dispatches them.
The real power of this Stand isn't strength and speed, which are also impressive, but the ability to nullify the opponent's actions and bring them back to a state of zero. This is why Diavolo will die forever over and over again after being killed by the Gold Experience Requiem.
4 Mayuri Shiina, Steins;Gate
Some people are just fated to die, several times and in a series of horrible ways, and it seems that powers like time travel can't save them. That certainly seems to be the case with Mayuri from Steins;Gate as she has to die many times because of something called an Attractor Field Convergence.
This is a situation where several timelines are set to meet at a certain point and the main character, Rintaro, has to reach the Beta Attractor field to change her sordid fate. Until he does, however. Mayuri gets shot, gets hit by a train, has a heart attack, and even turns to a lifeless gel while time traveling.
3 Dandy, Space Dandy
Space Dandy is a comedy satire parody that takes on a few genres, but it's mostly space opera. The storyline includes Dandy and his friends dying in a variety of ways at the end of every episode. Sometimes they get blown up, which is fairly simple, or they might become zombies or suffer a more creative fate.
The lack of continuity between episodes means that they always start with Dandy and his crew alive again as if the previous events in which they died didn't even happen. This kind of absurdity is embraced rather than discouraged, so Dandy and his crew can die in every episode - and they often do - and it doesn't even matter.
2 Elizabeth Liones, The Seven Deadly Sins
The death count for Princess Elizabeth is more than 100, and that counter will keep ticking up for all eternity. This character might look like a human, but she was once an angel of the highest order, a revered daughter of the Supreme Deity.
Elizabeth is the reincarnation of a goddess named Elizabeth and a member of the Goddess Clan. She fell in love with Meliodas of the Demon Clan and helped him during the Holy War. It was the Demon King that meted out this punishment, which also includes living as a mortal with all of the usual weaknesses.
1 Utsuro, Gintama
Utsuro has been killed several times throughout his life, and even developed different personalities to deal with the trauma. Most of those are evil by the end of the series, which features Utsuro as the main antagonist.
One of the more sympathetic villains in this category, Utsuro has powerful healing and regenerative abilities thanks to a high amount of Altana in his body. Altana is the main source of power in the Gintama universe, and it's the key to most of the technology in the franchise, but it also affects living beings. Utsuro has so much of it in his body that he can't achieve permanent death, and the ability to die becomes his primary goal.