Invincible Marines

Invincible Marines can be seen on Halo: Combat Evolved on one level and Halo 2 on two levels.

Halo: Combat Evolved level
Below is the level where Invincible Marines appear on Halo: Combat Evolved.

The Pillar of Autumn
The Halo: Combat Evolved Invincible Marines can be seen on the level The Pillar of Autumn. When any crewmember on the bridge is shot by the Master Chief, a group of Marines come in and kill the Master Chief. This is not acutally a glitch though.

Halo 2 levels
Below are the levels on Halo 2 in which Invincible Marines appear.

Outskirts
On the level Outskirts, at the part: "A Day at the Beach" you see Marines in a Warthog. Get them out of the Warthog and if you try kill them, they won't die. This glitch works on single-player Campaign and co-op campaign.

Metropolis
On the level Metropoils play through till you get to the part with the 2 Marines in the Warthog at the tunnel. Destroy the Warthog BEFORE you get to the wall area with Jackals. The Marines will be alive, the Warthog done for, and your 2 Invincible Marines still alive with their invincibility.