To list all the times he's been stabbed/fatally wounded:
Mission 1- All the demons stab him in almost every part of his torso.
Mission... can't remember- He catches Lady then shoots him in the head.
Mission 6?- Vergil stabs him... twice.
Now that I think about it, Dante, Vergil, and Nero are the only ones that we see get fatally wounded with Dante getting wounded and acting like its nothing, Vergil (somehow) can barely stand his wounds, and Nero only gets severely hurt once and that was when his DT awakens. Trish dies, but is then resurrected, so... Really wounds don't mean much, though I can see your point. However, I feel like if Lady got stabbed in the stomach, she would survive that. Oh well, we've been getting off topic.