What do Elementals, Demons, and Wild Gods have in common?
They can often come back to life if you kill them. There's a reason for this - all of these beings have a "home plane" to which their spirits return if you slay them in the physical world. We've seen Ragnaros come back. We've seen Archimonde come back. And we've seen Cenarius come back (this one in response to Ragnaros coming back in Cataclysm.)
We haven't had a huge amount of explanation for all of these, but we know most about Demons:
When a demon is summoned into the physical world from the Twisting Nether, it takes more power to summon more powerful demons. That's why a single warlock can trivially summon a whole pack of imps with a single spell, but to get someone like Archimonde to Azeroth required the resources of Dalaran, and to get Sargeras there (it's unclear if he's technically a demon, but if a Titan can be converted in the same way that humanoids like the Eredar or Night Elves can, he definitely qualifies) they needed the Well of Eternity.
The reason for this, I suspect, is that summoning a demon is not about bringing them in from the Twisting Nether. Instead, it's about constructing a body that the demon can use, remotely. Demons are thus like drone pilots (not trying to make a political point here - just an analogy) and the "demons" we fight are actually just remote drones. What this means is that slaying one of these demonic avatars does exact a cost from the Legion, but doesn't reduce their troop numbers.
This actually explains the Avatar of Sargeras. When Aegwynn fought the Avatar in Northrend, she was fighting Sargeras himself - but how was he able to be summoned to Azeroth when the whole War of the Ancients was fought to control the one place where that might be achieved? Because Sargeras was using a lower-powered avatar. The Avatar of Sargeras was a cheaper, more disposable model. While it's powerful enough to be a raid boss (coming in Tomb of Sargeras in 7.2) it's not the insanely powerful being that the full might of Sargeras would represent.
In fact, we know that these Avatars are not the demons themselves because, as mentioned in the parenthetical in the last paragraph, that old Avatar will be reanimated, but without the essence of Sargeras within. Which means that it's little more than a dumb golem - still raid-boss powerful, but not nearly the threat it was when Sargeras was holding the controls.
In the Mannoroth fight in Hellfire Citadel, Gul'dan is reanimating the demon that was slain by Grommash in the cinematic. Mannoroth actually protests him doing this, presumably because rather than getting hooked up to this old, broken avatar again, Mannoroth would rather just have a new one.
This actually also kind of explains how the Legion can march across all parallel universes at the same time - demons might actually be great at multitasking, which would allow a single, say, Detheroc, to control a different dreadlord avatar in different universes. Ironically, while the Legion could theoretically field an infinitely huge force to invade a world, the actual number of Demons (capitalizing to mean the souls in the Nether) could actually be shockingly small.
It appears that Elementals and Wild Gods do something similar. The Elementals reside on the Elemental Planes (go figure,) and this is why Ragnaros A: had to be summoned by Majordomo Executus in Molten Core and B: died permanently in the Firelands. In a sense, he was always in the Firelands.
Now, on the other hand, it might actually work a little differently. The Elementals originally resided in the physical realm (the way that the far more cooperative and ironically named Furies do on Draenor) so in this case it might actually be a case of back-and-forth movement rather than remote avatars.
We've seen that Wild Gods go through something similar with the Emerald Dream. This is actually what was so insidious about the Emerald Nightmare - corrupting the physical world would not harm the Emerald Dream, and thus the Wild Gods could always return, but if you corrupt the Dream, it doesn't leave them anywhere to retreat. Still, even though some did truly die in the Dream, they do seem to remain as spirits within it - Ursoc and the Dragons Formerly of the Nightmare live on in a sense, but only as ghosts in the Dream.
Speaking of ghosts!
So here's the mad theory that this is all building to:
We players are like this too.
In a meta-sense, the actual real world is like our Twisting Nether from which we control these avatars, but to go in-universe, we have to look at a different realm: The Shadowlands.
When you die, you wind up in a ghost world where Spirit Healers help you get back to your body (even if you don't take their rez, your ghost starts off at the graveyard with the Spirit Healer.) This ghost world is almost explicitly the Shadowlands, and there's a bit in Chronicle that explains the Spirit Healers are actually Val'kyr who refused to work for Odyn or Helya.
Now, the Shadowlands are generally associated with the undead and all that nastiness, but really it's just the realm of the dead. And anyone who is a mortal (which, let's remember, literally just means "can die") is ultimately tied to the Shadowlands.
And that means that our characters have their own "home plane." The Shadowlands. Demons and Elementals and any of the nasty threats we face might be able to come back time and again, but so can we. It's right there in the game mechanics.