We present situated live programming for human-robot collaboration, an approach that enables users with limited programming experience to program collaborative applications for human-robot interaction. Allowing end users, such as shop floor workers, to program collaborative robots themselves would make it easy to "retask" robots from one process to another, facilitating their adoption by small and medium enterprises. Our approach builds on the paradigm of trigger-action programming (TAP) by allowing end users to create rich interactions through simple trigger-action pairings. It enables end users to iteratively create, edit, and refine a reactive robot program while executing partial programs. This live programming approach enables the user to utilize the task space and objects by incrementally specifying situated trigger-action pairs, substantially lowering the barrier to entry for programming or reprogramming robots for collaboration. We instantiate situated live programming in an authoring system where users can create trigger-action programs by annotating an augmented video feed from the robot's perspective and assign robot actions to trigger conditions. We evaluated this system in a study where participants (n = 10) developed robot programs for solving collaborative light-manufacturing tasks. Results showed that users with little programming experience were able to program HRC tasks in an interactive fashion and our situated live programming approach further supported individualized strategies and workflows. We conclude by discussing opportunities and limitations of the proposed approach, our system implementation, and our study and discuss a roadmap for expanding this approach to a broader range of tasks and applications.