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In Harry Potter, can a wand run out of power, i.e. cast all the magic it can possibly perform and then just break, or go dead?

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No.

The magic comes from the wizard, not the wand. As Ollivander says:

Oh yes, if you are any wizard at all you will be able to channel your magic through almost any instrument.
Harry Potter and the Deathly Hallows - Chapter 24, The Wandmaker - Page 402 - Bloomsbury

So unless the wizard runs out of power, which I very highly doubt, no.

A wand can hold residual magic, that will drain, but that doesn't really count...

Muggles cannot perform magic. The best - or worst - they could hope for are random and uncontrollable effects generated by a genuine magical wand, which, as an instrument through which magic is supposed to be channelled, sometimes holds residual power that it may discharge at odd moments
The Tales of Beedle the Bard, page 82

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    An analogy for your amusement: A muggle can use a hammer to drive a nail through a block of wood---something he could never do with his bare hands. Will the hammer ever run out of power?
    – Solomon Slow
    Commented Mar 27, 2017 at 21:42
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    Actually you can drive a nail using bare hands, some people can do it.
    – Carl Binalla
    Commented Mar 28, 2017 at 4:41
  • I suppose that'd be somewhat analogous to how some people can cast wandless spells (though the latter seems to be more common than bare-handed nail driving).
    – David Z
    Commented Mar 28, 2017 at 7:25
  • Wizards never run out of power? They can, you know, just like the rest of us.
    – AJFaraday
    Commented Mar 28, 2017 at 7:38
  • @DavidZ I'm not sure any human beings do cast any magic without wands, at least not intentionally. There's some random outpourings of magic, but no spells as such. Some magical creatures don't need them, tho.
    – AJFaraday
    Commented Mar 28, 2017 at 7:40
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It is possible.

I agree with @Mithrandir's answer on the magic mainly coming from the wizard, however there is this point from Pottermore.com's section on wands. (Emphasis mine):

Minor disadvantages of unicorn hair are that they do not make the most powerful wands (although the wand wood may compensate) and that they are prone to melancholy if seriously mishandled, meaning that the hair may 'die' and need replacing.

The combination of wand wood and the magical substance at the core of a wand produce a delicate magical instrument which channels the wizard's power in a specific way. If a wand with a unicorn hair core is damaged or mishandled and the core 'dies' and indeed needs replacing, it would be accurate to say that this particular wand had run out of power and gone dead. It is also possible for a wand to 'die' at the death of their owner in the case of the Hazel wand:

It is so devoted to its owner that it often ‘wilts’ (which is to say, it expels all its magic and refuses to perform, often necessitating the extraction of the core and its insertion into another casing, if the wand is still required) at the end of its master’s life (if the core is unicorn hair, however, there is no hope; the wand will almost certainly have ‘died’).

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    I disagree, as the wand is not actually running out of power, but rather the focal point of the wand has been destroyed; the power is still there in the wizard, but the wand is no longer able to channel it. This also does not come about from overuse of the wand, but rather misuse.
    – Cameron
    Commented Mar 27, 2017 at 19:20
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    A formerly effective wand no longer works until if/when it is fixed. The OP asked if they could die, and JKR/Ollivander spoke of the core being 'dead' - it seems like a very relevant supplementary answer to me.
    – ThruGog
    Commented Mar 27, 2017 at 19:35
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    The OP refers specifically to going dead from using all the magic it possibly can use. In this case it is not going dead because it has used too much magic, but because it has been treated badly.
    – Cameron
    Commented Mar 27, 2017 at 19:38
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    @ThruGog, No the op is asking if it can "cast all the magic it can possibly perform and then just break, or go dead?" The wand does not go dead from use, but from misuse. It is like asking if a magnifying glass can focus only so much light before going dead. Generally the answer is no, but misuse... like say scratching it up, can cause you to need to replace the lens.
    – Teloric
    Commented Mar 27, 2017 at 19:40
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    Q: Is there a limit on how much total light a telescope can show? Will it ever just stop showing you the stars? A: Yeah, if you get some mud on the lens you won't be able to see the stars until you clean it off.
    – amflare
    Commented Mar 27, 2017 at 20:28

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