~ Freddy Krueger's famous catchphrase.
If an alien race possessed the technology to trap that thing and use earth as their personal toilet, they did so for one reason... They couldn't kill it.
~ Lex Luthor describing Doomsday's inability to die.

Immortals are villains who cannot die and can live forever; this condition is referred to as complete immortality as opposed to biological immortality which simply means they have an infinite lifespan but can die from trauma.

Such villains will survive from nearly anything thrown at them, e.g. nearly every Olympian God from God of War or at least resurrect and/or regenerate after being destroyed such as Chucky. For obvious reasons, these villains are among the most difficult ones to beat.

In many fictional universes, they can still be defeated especially if they owe their immortality to special magical items that if destroyed or stolen will simply kill them or leave them vulnerable to death, such as Sauron's One Ring, Davy Jones' heart, Lord Voldemort's Horcruxes, or Kel'Thuzad's Phylactery. For example, Sigma can return as long as his cognitive circuits are not completely destroyed. Also, other Divine Entities have such powers with which to kill them.

Also, please note that Ageless Villains and those who are Biologically Immortal do not necessarily count. If the villains eventually die, it is often in disgrace, especially if they had to kill people and/or sell their soul in exchange for immortality to obtain it. 

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