Not much is really ‘immune’ to shark attacks. At some point a shark can still bite everything and therefore damage it. Sharks have one of the highest recorded bite forces, being outpaced only by crocodiles. With up to 300 serrated teeth, a shark will bite something and start to thrash.
Not many ways to become invulnerable to this…
Of course, sharks will avoid various marine mammals. Marine mammals are massive - especially whales. The killer whale, or orca, is a whale (before I get “corrected” in the comments, yes orcas are dolphins but dolphins are a type of toothed whale, meaning orcas are dolphins and whales.) This badly represented animal is incredibly intelligent and strong, and will scare away sharks.
Sharks have been found to be significantly less likely to return to an area where the shark has seen an orca, and here's why:
Orcas are bigger than even great white sharks, and have killed and eaten great whites. Furthermore, orcas hunt in pods, which grants them even more protection and strength. But orcas don't always need numbers - only a pair of orcas killed at least 8 great white sharks!
How do the amazing killer whales do it? The orcas use their incredible intelligence. By flipping the shark over, the shark is forced to enter a state of tonic immobility, and cannot move as the orca kills it (usually by eating the high fat liver).
Here is a terrible excuse for a story explaining the relationship between orcas and great whites.
A family of orcas is out, going to a buffet, little kids all excited and parents hungry.
Gerald the great white shark is also visiting this buffet, seeking food.
The younger orcas spot a tasty seal, and immediately head for the sweet dish. Seals are one of the favourite foods of both the great white and the seal, but it's no secret the orca is a better hunter.
This seal has just escaped Gerald. Of course, this would never happen to an orca.
Think you can hide on the beach buddy boy?
Sooooooo that was my brother… he was kind of annoying though so I get it… but we're chill right?
Yeah get out
Heh you can't get me here…
Sorry what was that?
Oh hellll no
Anyways, back to our marine mealtime. As the young orcas head after a seal and launch it tens of feet into the air…
“Don't play with your food”
Mother orca is a little sidetracked though, as she has just caught sight of the main meal: Gerald the Great White Shark.
Half a second later…
Yep well storytime’s over… hey not all stories can have an entirely happy ending.
Other than orcas, sharks will avoid other whales too, such as the powerful sperm whale. In life pretty much any whale is too giant for even a great white to handle, but a whale carcass provides great blubber.
Bottlenose dolphins will also keep sharks away with their noses, using the snout to ram into the shark.
Other than whales, younger sharks will also avoid adult sea lions, which is yet another marine mammal. On the fishier side of things, sharks will only not eat highly poisonous or venomous animals.
Sea snake
In coastal waters, as stated in other answers, crocodiles can kill sharks, as they have powerful scale armour and an incredible bite force of up to 5,000 PSI. Saltwater crocodiles can eat younger bull sharks.
So in summary: nothing is really immune to sharks, but sharks will avoid marine mammals like whales, dolphins, and even larger seals. Saltwater crocodiles also pose a threat to sharks.
As for eating sharks, orca will eat shark liver (as it is high in fat), and saltwater crocodiles will also eat younger bull sharks.