They say(THAT) at the end of your life,you regret the stuff(THAT) you didn't do more than the stuff that(THAT ) you did.
第一个that是宾语从句的连接词,可以省略.
第二个和第三个that都做定语从句中的宾语部分,也可以省略.宾语从句的连接词都可以省略，还是看它做句子中什么成分？宾语从句的连接词that一般都可以省略。that引导的只能是陈述句。