Like the Movie. . .A LOT. But 'Immortal?'
Pshaw.
Off the top of my head, ways to kill Derek/Audrey:
Decapitation
Dissolve in acid
Explosion (A powerful enough one would essentially vaporize them)
Burn to ash
Cut into tiny pieces; dispose of each piece separately
Compress into a cube/ Put into a trash compactor (a/la Pulp fiction. . .call the Wolf!)
Starve? Would be interesting to see what would happen if they were chained and unable to feed for a Really extended period of time
Anyway. Like I said, that's just a really quick list, which illustrates one of the weaknesses in an otherwise really enjoyable flick. Kudos to the filmmakers.
"Personally I hope they make all the gods black and change it from Valhalla to Valholla!"