On this subject: one immortal that has survived several beheadings is a little fella called wolverine...heard of him?
he has also survived a trip to the core of the sun, been thrown into a black hole (which he described as mildly annoying because of the gravity thing.) he has also been ripped to a thousand and more pieces by; the hulk, Thor the God, superman in a crossover, galactus, the silver surfer and many more.
so to this spesific comment; you should read wolverine, **** like that happens to that fella all the damn time