If a creature is at the limit of their range (they will not follow you more than a set distance from their starting point), they will not take damage.
A couple people have also reported specific opponents being invulnerable, but IIRC leaving the area and returning would generally fix the problem. One of these cases was with the imps at the start of the fjords (near the teleporter); they bypassed the area by jumping off the mountain, and when they worked their way back up later, didn't have any problem doing damage.
