As most people know Bruce Banner is the human form of Hulk (so to speak) and as a baseline human he's quite easy to kill (given that Banner didn't have some kind of technological protection like a forcefield against Hulk's enemies who know about his dual state). One surprise attack and he's dead.
Movie-verse Hulk is a different beast though. Look at that scene in The Avengers when he says he tried to shoot himself...
That came straight out of the comics - Peter David's run, if I recall correctly. It's a bit different than what FPAlpha
suggested, though. In the case of the suicide attempt, the Hulk persona would have been subconsciously aware of what Banner was planning. What I believe FPAlpha
was suggesting was the possibility of a surprise attack that truly didn't give Banner or the Hulk any time at all to react.