Baldr, and it was Mistletoe, which was apparently the only living thing that didn't agree to the 'don't kill Baldr' deal the gods arranged with nature. Loki found out about this and used some cheeky trickery to have him shot by an arrow made of the stuff. It's a harbinger of Ragnarok. Also, the Norse lot weren't properly immortal as they had to keep munching these golden apples from the goddess Idunn to retain it. Not sure when it ran out, but they had to keep eating to remain 'immortal'. I also think that it only applies to them being long lived and disease free. I think they can get their heads lobbed off or stabbed just like anyone else, otherwise Ragnorok (end of the gods) would be a fairly meaningless deal.
Anyway, I'm throwing my vote the way of The Wrath, so as to remain slightly on-topic.