Look out, Superman and The Incredible Hulk, a list of invincible beasts in mythology is being compiled here: monsters that will make you quake in your spandex and shredded trousers!
Though qualified and watered down for modern fantasy and role playing games, the medieval dragon was often invulnerable to physical attacks, was primordial, fearsome, and unbelievably huge, and would doubtlessly give Superman, The Hulk or Silver Surfer the business in a really quick and effortless manner.
Bartholomaeus Anglicus notes of the serpent: "for to the end to slay anything, to him venom is not needful, for whom he findeth he slayeth"
And, further, from the Harley MS 4751 (Harley Bestiary): "It is harmless as to poisons, but they say poisons are not needful to this creature for dealing death, because if it has caught any one in its coils, it kills him."
And, in the cascading style sheets of invincibility, the most ancient is prioritized, for it is cryptozoological, frightening, immense, and terrifying.
Up next, perhaps the Basilisk, Catoblepas, or the Kraken.