In recent years, writers for the Hulk have gotten way out of control giving him strength and endurance that the character simply never had in the canon literature. In effect, they are trying to turn Hulk into a kind of Superman character. He is not!
At the end of the day, the Hulk is a very strong human being with less resistance to pain and some regenerative ability to handle injuries. That said, he is still human and is vulnerable to all the things that would overcome a normal human: fire, being frozen, severed limbs, loss of blood, noxious gas/fumes, the need for oxygen, etc.