Invincible Marines

Invincible Marines can be seen in one level of Halo: Combat Evolved and on one level on Halo 2.

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 actually a glitch though.

Metropolis
On the level Metropoils play through till you get to the part with the two 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 two Invincible Marines still alive with their invincibility intact.