Leonard Jones, who lived between 1797 and 1868, claimed that he was immortal, and the American-born politician even had fans who claimed the man could not be killed because he fasted and prayed so often. He died of pnueomonia, sadly.
Merlin, the all-powerful wizard from the tales of King Arthur, is a man of myth and lore, but was actually based off a real individual. The wizard, however, was an immortal who could not be killed by anything. This was, of course, just a story.