Zeus and the other gods were supposed to be immortal.
someone who lives forever
a person of enduring fame
More rarely, "The Immortals" denotes a military corps of the Persian Empire. The Immortals were so-named because each time a member of the 10,000 man corps was killed or seriously wounded, he was replaced by another man. They are best remembered in western culture for their role in defeating the badly out-numbered Spartans at the Battle of Thermopylae.