The Champion of the Universe: You can't leave me like this! Thanos: Why not? You are immortal. Floating in space will not kill you... but I imagine the experience will get rather old after a century or two.
— The Thanos Quest
Deadpool: I can't believe it... I'm alive! [laughing]I'M ALIVE!!! [the Hulk falls on top of Deadpool, then leaps away] Deadpool:... Ow.
"We are not among the living, and so we cannot die, but neither are we dead. For too long I've been parched with thirst and unable to quench it. Too long I've been starving to death and haven't died. I feel nothing... not the wind on my face nor the spray of the sea, nor the warmth of a woman's flesh."
There's a downside to immortality, one that polite company rarely discusses. What you can't kill, you can indefinitely hurt. So, they burn him. Over and over. They cook him to the marrow and then pull apart the charred skeleton like a wishbone in a Hollywood Thanksgiving dinner, before waiting until he has reassembled and doing it all again.
"One of the girls managed to dart past the nurse today and throw herself over the railing in the lobby. Not certain if she was trying to end her own life or merely escape... but either way, her legs had healed by the time I managed to get down to the first floor where she lay. Now, without proper setting, the rapid healing process had fused her bones back together at odd angles. We had to re-break and set them almost a dozen times, each due to the small window of viability. Now, those children may be immortal, but I can verify: they feel pain."