The Immortal Lions, more commonly known simply as the Immortals, are a group of Blue Mages that serve in the employ of the Empire of Aht Urhgan functionally as an elite guard in Final Fantasy XI. They are stationed around areas controlled by the empire, including in Aht Urhgan itself as well as at each of the various staging points controlled by the Empire.
The Immortals were founded after the Chimera Rebellion, an occasion on which the Emperor's son was assassinated. The Emperor then confronted the alchemists responsible with making the Chimerae, charging them with finding a means to defeat the creatures. The Alchemists, after many failed attempts, concluded that the guards themselves would have to become monsters.
At first, it was a disaster. Attempts to graft animal parts and limbs to humans resulted in gruesome and horrific outcomes when most of the test subjects' bodies rejected the grafts. Finally, the Alchemists found a brutal way to bind the essence of a monster directly to the human spirit. Thus, Blue Magic was born, and so were the elite Immortal Guards.
It came with a price, however: no known Immortal lived to the end of his natural lifespan. Also, using Blue Magic put enormous strain on the user, usually putting them through a great deal of pain.
Another ghastly side effect is when the spirit of the beast bound to the Blue Mage's soul begins to corrupt the mage's mind. Gradually, the Blue Mage goes mad, and then loses all human behaviors and qualities. Finally, it becomes a Soulflayer.
Weaknesses aside, the Immortals are an extremely powerful and elite force of guards serving the Empress. While they may be powerful warriors, it is only because they are no longer human.