Is there any way to kill Alucard? I'm pretty sure that people have tried every way possible to try it, but still he remained alive and kicking.  

In Hellsing Ultimate: Episode 2, when Luke Valentine says he will prove that Alucard's immortality is a myth, Alucard replies that there is no such thing as immortality.

I did not really understand whether there are any limits to his so-called immortality, or maybe nobody knew whether there were any? Is there a way to permanently 'kill' Alucard?
After the final episode, when Alucard returns after consuming Schrodinger and killing every other soul in his consciousness, he is, as described by Schrodinger, everywhere and nowhere, both alive and dead but at the same time neither. He can exist wherever he wishes, and thus theoretically speaking, he could exist inter-dimensionally, as well physically and consciously, implying that no, he cannot ever be killed. He will exist forever.