Perhaps you have a nearby seed source that is being spread by birds or other critters that you can't control. Persistence is the key. Romp on each rosette with "whatever" as they become obvious, or get an Iranian nuke to use or move!
They pop up in my yard yearly, and although I wipe 'em out upon discovery so as to prevent reseeding they always seem to return from somewhere. Good news is that seemingly have been recurring less and less with persistence.
hortster

What you do, and how long you must do it, depends upon which thistle you have.

Which is it?

If you don't know, please post pictures.

Many people try to control "weeds" by spraying poisons all over the place when many of those "weeds" germinate from seeds while many believe they grow back. Some plants will grow back from roots not killed by those poisons. Contrary to what the sellers of those poisons tell us their products will not keep "weeds" from growing all season long with just one application, and some of those "weeds" are developing immunities to these products.
Thistles can be stopped, although diligence is necessary. Keep any new growth from them cut as soon as it appears and if it is regrowing from the roots they will eventually die from starvation and if from seeds they will not grow.