But it’s NOT insanity or is it?

I have noticed that my children have making the same not so very nice things over and over again.  I remember a seeing in an episode of The Haunting of Hill House someone said ‘We do exactly the same thing, expecting a different result – it’s insane!’  – not verbatim but something to that effect. I am quite tired reprimanding my kids on things they’re not supposed to do.  Like not telling the truth on some matters or doing something not very nice.  They know that they will get punished – but they still do it, not once or twice but over and over again!  It’s really frustrating to be honest.  I’m tired of punishing them, but I need to do it.  They’ve somehow become upset with me – but what am I to do right?  They know there are consequences. An example is not taking the Lego out of the house – any part or piece of a Lego.  But repeatedly they do it.  So when it comes to looking for that particular piece – they just shrug their shoulders as if nothing happened.  So we put a consequence on it – they will get punished by pah pah.  We explained to them that if they do it, no questions, no negotiations, no begging – they will immediately get punished. Just after a day of explaining – they did it.  There was this Lego mini fig that I specifically told them NOT to bring out of the house – but they did.  And they left it in the car.  So I kept it.  I asked them where that mini figure was and they acted as if they didn’t know anything about it.  They didn’t care!  I was so upset that I yelled and punished them.  After a few pah-pah, Connor was screaming mad.  He said to me ‘I don’t like you na!’  In all honesty – it broke my heart.  But I told him – why are you angry at me?  I am just giving you, your punishment.  Remember what we discussed if you take a Lego out of the house.  He then started crying.  He wasn’t sorry – he was just crying!  I had to explain to him again that he broke the rule therefore he needs to get punished.  So he said he won’t do it again. But this was repeated – 2 more times that same week. It’s INSANE!! Why don’t these kids get it?  Why do they drive us crazy! It’s effing frustrating.  Really really frustrating. Is this really the cycle we will go through? Were we like this when we were kids? HELP!