At this point I wish they would make the Joker some kind of meta-physical force or spirit that possessed various people. All those time he could have been killed(explosions, falling to death) he actually was, or at least his physical form. The Joker spirit just went on and possessed somebody else.
They did something like that with the character Miang in the videogame Xenogears. She couldn't be killed, because if she died she just possessed some other woman until her next death. It was especially tragic because at one point she possessed the protagonist's mother, and nothing could be done to save her.
That's one explanation I could buy for keeping the Joker alive.