They will last anywhere from 40K to 125K or more, but the dampening ability will usually be degraded slowly as they age. The 125K shocks, while "OK", would be noticeably different if you compared them to new shocks. At 110K miles, after removing the rears, I could compress them by hand, and feel a difference in resistance between the left and right.
Driving style and conditions (potholes, rough roads) will wear out a shock faster, so life does vary.