When a jukebox (record player) is playing a music disc it is "indestructible". Attempting to break it in any way (pick, axe, creative mode, tnt) will cause the jukebox to eject the disk only - the actual jukebox block will remain in the world. Once it is empty and not playing any more it can be broken again, but only when it is empty.
Works fine in 14w21b.
Linked issues
is duplicated by 7
MC-60019
Bug with the jukebox
Resolved
MC-60161
Breaking a Jukebox while a disc is inside doesn't destroy the Jukebox
Resolved
MC-61012
Jukeboxes, oh Jukeboxes (interruption of music streams)
Resolved
MC-61199
Breaking jukebox with disc inside replaces the jukebox
Resolved
MC-61312
Ghost Jukebox
Resolved
2 more links
Confirmed.
When hitting the Jukebox in creative, break particles are shown, but the jukebox respawns. The second hit finally destroys the jukebox.