A bee keeps its sting at the end of its abdomen. At the tip of a bee's abdomen is a shaft where its stinging thorn is to be found. It can sting several times, but once it leaves the thorn in its victim's flesh it will not be able to sting again.
It is not true to say that a bee will automatically die once it loses its thorn. Only female bees can sting. Male bees, or drones, lack this means of protecting themselves.
There is a species of which even the female cannot sting. But these bees which live mainly in Africa and South America are not defenseless. If disturbed, they will fly at the intruder in great numbers, crawl into his eyes, ears and hair and smear him with a sticky substance, causing him to retreat in great discomfort.