It's a bit like hulk where da army is afta him, but in this movie a little boy spots the machine/robot and they both become best friends. Soon the army are trying to kill it, they send a nuclear bomb to kill it, but soon realise that they made a mistake, the machine/robot tells the boy that only I can destroy it. Finally the machine/robot saves da day, but the machine/robot dies, lastly the machine/robot returns to the boy in pieces.

Sounds like The Iron Giant (http://en.wikipedia.org/wiki/The_Iron_Giant)