Lord of the Rings: The Return of the King - Gollum Not Dead Instantly
Gollum falls into the lava. At the extreme heat of the lava, it should have melted all his skin in a split second, therefore killing him. However, he changes his facial expression when he is in the lava. In reality, if he did, he wouldn't be alive to change his expression!
Gollum had been in possession of the One Ring for something like 500 years by this time. The power of the Ring had granted him an unnaturally long life (as well as deforming him). It's entirely possible that this magical link to the Ring gave him some kind of limited protection from the lava.