Choosing the number of bootstrap resamples Say we have the following sample and we are trying to estimate the variance of the sample mean of the population.
X = [0, -1, 2, 10, -3]

If I take an increasing number of bootstrap (e.g. 100, 1000, 10,000, 100,0000), the bootstrap distribution of the sample mean gets narrower and narrower. In other words, I can make the bootstrap distribution arbitrarily narrow. 
Given the above, what's the point of using a different number of bootstrap samples here? And wouldn't this mean that I could make the standard error of the mean arbitrarily small by just taking more and more bootstrap samples? What am I missing?
Please note that I am doing a proper bootstrap sample in the sense that each bootstrap sample has the same exact size as the original sample (input array).
 A: A bootstrap sample is usually taken to mean that the sample size of the resample is equal to the original sample size.  What you are doing is to take resamples from the original sample with larger and larger (re)sample sizes.  There is no reason to believe that this will represent the properties of the (original) sampling from the study population.
Say you are interested in the mean of some unknown distribution $F$ (on the real line, to make example specific). The mean (assuming it exists ) $\mu$ of the distribution $F$ is given by
$$
   \mu(F) = \int_{-\infty}^\infty x \; dF(x)
$$
where the integral is a Stieltjes integral. If $F$ is the distribution of some continuous random variable with density $f(x) =F'(x)$ this is the usual integral $\int x f(x) \; dx$ but it also includes the discrete case. The point of writing the expectation in this unusual way is that we can see that the expectation is a functional of the distribution $F$, and also that it unifies the treatment of continuous/discrete cases.
Now we get a sample $x_1, x_2, \dotsc, x_N$ from $F$, and the idea behind bootstrapping is that we represent the distribution $F$ with the sample, and investigates sampling properties of estimators of $\mu$ by resampling from the sample. This makes clear that we need to assume that the sample is reasonably representative of $F$!, so we cannot expect this to work well with  too small samples.
Now, our sample size was $N$, so we want properties of estimators of $\mu$ based on a sample of size $N$.  Suppose we take resamples of size $n$ (possibly with $n \not = N$). Our resamples is a stand-in for samples from $F$ (that is the whole point with bootstrapping!).  Suppose $F$ also has existing variance $\sigma^2$, and we estimate $\mu$ by the empirical mean
$$
   \bar{x}=\frac{1}{N}\sum_i x_i=\int_{-\infty}^\infty x \;d\hat{F}_N(x)
$$
where $\hat{F}_n(x)$ is the empirical distribution function at $x$. Then the variance of this estimator will be $\sigma^2/N$. Lets say we do resampling but with resamples of size $n$. Then the empirical mean based on this resamples will have variance $\sigma^2(\hat{F}_N)/n$ where $\sigma^2(\hat{F}_N)$ is the variance based on the sample. If this empirical variance is a good estimator of $\sigma^2$, this will be approximately
$\sigma^2/n$.  If $n$ is different from $N$, this cannot be a good representation of the variance of $\bar{x}$, so will not tell you about the real uncertainty in $\bar{x}$ as an estimator of $\mu$.
EDIT

To clarify, the error in the results when using bootstrapping can be decomposed in the sampling error (due to only taking $N$ observations), and the bootstrap error (due to only taking $n < \infty$ resamples).  By increasing $n$ we can reduce the later, but not the former.
Sometimes one is deliberately using a bootstrap sample size different from the original.  See Can we use bootstrap samples that are smaller than original sample?,  Subsample bootstrapping
