A bronze colossus just showed up on my map? How can I kill it?
I have done this before, get it to go into a room close the door, build walls over the door and quickly flood the room with magma
from my failed fort TowerShot
So the short answer is, you don't.
Bronze Colossus do not accumulate wounds, so any wound that isn't instantly fatal is shrugged off. There is one record of someone doing it: Fluffy wambler, but I doubt it'll be helpful.
You can consider Pouring magma on it, but it will take a while to melt. If you have a tame Dragon that might work. Freezing it in obsidian is a good idea, as obsidian is near unbreakable.
Megabeasts are tough, I feel for you. But it's all part of the "fun."
Apparently, it is possible to kill one through excessive force of arms. My 20 elite dwarves in full steel with steel axes were able to kill one, eventually and after heavy losses.
I don't think this was the result of cumulative damage as much as removal of an essential body part.
Cutting the head off of anything kills it, and apparently catastrophic dismemberment is the only way to kill colossi.