There's no true immortality, however you can become a vampire but a single death as that is a permideath, you can also become a lich which keeps their soul in an item and if that falls into someone else's hands they control you by blackmail as I think if the container is destroyed then it's pernideath for you. Think the closest thing is an item that's been hinted at that grants you immortality however it can still be stolen if you're beaten, not sure what happens then.
Hope this helps