Every great army has its elite force, right? In the Persian army, the best of the best were the Immortals. The Immortals were a force of 10,000 soldiers that were sent into the most precarious of situations and expected to come out on top.
When I first heard the name I thought, “Oh, wow, cool—they must have been considered invincible.” Um, no. Sadly, the reason behind the name (according to Herodotus, anyway) is much less interesting. They were so set on keeping their numbers exact that as soon as one soldier fell, another was immediately appointed to his place. Hence, the number and the group was “immortal” though it said nothing about the soldiers within. Sigh. I so could have given them a better story behind the name! 
In Jewel of Persia, the Immortals are fairly key. First, of course, because of their actual role in Thermopylae and the fact that they stayed behind to fight when Xerxes led most of the army home. But I also have characters (fictional ones, that is) who are Immortals. Kasia’s brother Zechariah is a warrior-in-training so skilled that they all say he would have been an Immortal, had his father allowed him to fight for Persia. And this is because he was trained by Bijan, who is totally fictional but whom I crafted to be one of the best of the Immortals.
In spite of their reputation for being the best, in the events of Herodotus we don’t ever see the Immortals win a battle—with the exception of the eventual win at Thermopylae, though they didn’t succeed the first day they were sent out.
(Carving from Persepolis of Median and Persian soldiers)