User blog comment:ImperiexSeed/Supernatural Mysteries/@comment-3481504-20120402011624/@comment-1509826-20120402173926

yes Michael could kill him, but that would require dean saying yes, which would ruin the whole point of the fifth season. Yes the Archangel blade could, but it would have to be weilded by an archangel, as no other could survive long enough to stab lucifer with it, infact not even an arachangel could (Hammer of the Gods), also to get one they would have to take it off another Archangel, which they could never do.

Yes God could, thus why they spend the first half of the season searching for him. Yes Death could (Although I belive just a touch to be unlikely, Lucifers to powerful for it to be that simple, sure death would win in the end, but I bet Lucifer would be able to put up a struggle.) But that would require realeasing (death wasn't free by this point) and enslaving one of the second most powerful being in existance, which is hardy easy or a good idea.

And sure, he belived the colt would, but none of them had it, and it was last seen with Lilith, who is now dead, so can't tell them where she hid it.

So yes there are ways, but at the moment when he said that, he was right, him, Dean, Sam and Bobby could not kill lucifer, he was unkillable by them, in the state where they were, they simply couldn't do it.