Escalate your conversation to the next level of support. Repeat if needed.
If you do not have a local branch available to you, and must do this over the phone, you should ask for the supervisor and then repeat your request to that person. If the supervisor balks, then request to be transferred to a superior and repeat the request. An alternative to this is to simply stay on the phone with the one who initially took the call, simply do not hang up, and repeatedly ask that the account be closed. Many call centers have quotas on number of calls and/or maximum call times and are also required to not hang up unless the caller is abusive. So just staying on the line may make it more beneficial for the employee to close your account and get you off the line as opposed to whatever incentive they may receive to retain open accounts.
A better option would to be visit a branch in person (idealy the one the account was opened at). Ask a receptionist or teller to speak with someone about closing an account. You may get the same initial statement and encouragement to not close your account. In this case you can also escalate to management, but your physical presence across the desk and a willingless to simply sit there until the account is closed should go a long way to convincing them to close your account.
In any case, do not verbally abuse or otherwise threaten anyone as you are doing this.