Invincible Marines
From Halopedia, the Halo wiki
Outskirts (Halo 2)
On the level Outskirts, must be Heroic difficulty, 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. Note:This glitch works on campaign and coop.
The Pillar of Autumn
When Captain Keyes is shot by the Master Chief, a group of Marines come in and kill the Master Chief.
