What are some examples from Shakespeare's Macbeth of how individuals cannot rid themselves of their sense of guilt?
You could improve your thesis statement by saying that Macbeth and Lady Macbeth are tortured by their guilt-ridden conscience for all the atrocious deeds they have thought about or/and committed.
You could support your thesis by referring to some examples from the play. The examples that I will list are: the vision of the dagger, Banquo's ghost, and Lady Macbeth's hallucination.
Macbeth sees a bloody dagger in the air, which happens right before he murders king Duncan with that very tool:
Art thou not, fatal vision, sensible
To feeling as to sight? or art thou but
A dagger of the mind, a false creation,
Proceeding from the heat-oppressed brain?
His sense of right and wrong is trying to warn him that killing Duncan would be clearly sinful and evil on every level. Nevertheless, he kills Duncan.
Macbeth succumbs to his guilt once again when he believes that he sees the ghost of Banquo during the famous banquet scene. This is because Macbeth knows that Banquo should be present at the banquet. Instead, he ordered his execution and pretends in front of everyone that he would like if Banquo could attend the celebration. When he sees the ghost, he is terrified, and his irrational behavior frightens every guest.
Another instance of guilt conquering an individual is when Lady Macbeth descends into utter irrationality. She has lost her sanity due to all the evil plans she had at the beginning of the play. Having planned evil deeds and knowing the consequences afterwards proves to be too much for Lady Macbeth to handle. She attempts to wash the stains of blood from her hands, which is reminiscent of the time when she encouraged her husband to kill Duncan. Her indirect participation in the murders which Macbeth committed eventually leads to her imminent death.