Water is a renewable resource that can run out in one place, but rain will always be falling on some other place, as the amount of water on the planet stays the same.
Geothermal energy is usually regarded as a renewable resource as it comes from heat deep down below the surface of the earth. It is possible for a geothermal power station to use up heat temporarily, so it might "run out" for a while, but the heat will move back into the cooled rocks after a time.
