Hercules: poison. Worked fine to kill him the first time.
Wolverine: metal skeleton -...magnetism anyone? Electricity? Both have almost killed him.
Superman: Kryptonite
Bears, elephants, horses: very much opposed to electricity- makes a great catch.
Of everything you've listed here, only Kryptonite fills the role of a true Catch.
Hercules could've died because of prolonged exposure to the poison, would have taken longer than with a mortal, but just as effective. He was half-human, why not throw fire and electricity and acid and... et cetera in the mix.
Wolverine's adamantium skeleton makes him extremely susceptible to magnetic powers, but it does not harm him per se and even when it did (Magneto tearing of his adamantium), he survived and healed up nice. The problem with Wolverine is that once you stop doing something to him, he heals. I believe it was in Prof. X's secret files, that he surmised that the only sure way to kill Logan was to take of his head... So, at any rate, his metal skeleton would be an aspect... Hates magnetism, but also allows him to throw a better punch.
Just because isomething hurts something well, doesn't mean it should be a Catch. Some humans are immune to some poisons or diseases, but others are killed by the same ones. Electricity and fire do wonders of killing people, but not because they are so weak against that particular type of damage, but because the damage is MASSIVE. A powerful poison isn't so effective because it bypasses some defensive, but because it keeps wreaking havoc over a longer period of time, so eventually it'll take you down. This is all slanted towards game mechanics, not biology or something.
Superman's kryptonite isn't even the best of Catches, depending on what you see. In the TV-series I've seen, he's weak around the stuff, but recovers pretty quickly afterwards, while a Catch says you can't recover from what hurt it put on you (Stress and/or Consequences).
As for zombie-head-shots? Better use a shotgun or JHP ammo, because if you put a bullet in there, why is it going to care? You need to do massive trauma and most ammunition isn't designed for that. Even without a head, I doubt it would keel over immediately, nowhere does it say that it needs to use it's ears to hear the heart beat, as it
perceives the beat to be its own.