I still enjoy the story about the time we couldn't kill an incapacitated giant.
The relevant PCs were a pretty potent sorcerer and my werejaguar-evil ranger character. We were making our way through the Aztec underworld when we encountered a band of jungle giants. While the rest of the group was engaged with the rest of the band, the sorcerer and myself went after a lone archer who was pegging the group pretty hard from afar. It's a short fight - the end of the first round sees him prone and held, the target of a ludicrously high-DC Hold Monster spell from the sorcerer.
So I wandered over, and attempted to coup de grace him. I figured an easy kill, so I just went for the throat with my teeth. (Remember, werejaguar - I had a bite attack.) No problem. A bit of damage later, I had dealt something on the order of 25 points to the critter. I figured there was no way the thing would make a DC 35 Fort save. The DM told us it needed a 20 to live. He rolled it... and rolled a 20. The thing was still alive. Held, yes, but still alive.
So the sorcerer goes up to it and does a coup de grace as well. He's not very good in combat, but he hits it. His dagger does all of 2d4+2 on a crit. He rolls a total of four damage. On a coup de grace. Of course, the thing easily makes the save. And it's still alive.
By this time, the rest of the party has mostly mopped up the rest of the giants, and is starting to watch us try to finish off this poor critter we've got at our mercy... but it's still alive.
So my turn comes around again. I step up to the plate, and go for another bite to the throat. Hey, it works for real cats. I can only miss on a natural 1. My teeth snap for the creature's jugular... and bounce off a piece of jewelry I didn't see. Another natural one. By this time, the rest of the party was laughing uproariously, as we tried to finish off the only opponent still alive.
Ignoring the mockery, the sorcerer tries again. He deals another pathetic damage roll - maybe six this time. Pathetic, and it's still alive.
The rest of the party wanders over, but declines to help. They watch us try to finish the poor thing off. I do finally manage to finish the thing with a decent damage roll the next round, and a failed Fort save from the DM. It's finally dead.
We still get ribbed for it, on occasion.