"Greetings travellers! You must have had a harsh journey through the desert."
"We didn't see this city was on the map."
"We're just a few like-minded folks trying to keep the world out."
"How many people live here?"
"Just a few of us, and now you."
Rather than making a baddy impossible to hit, consider giving it mega-hit points.
Super hard to hit leads to great player frustration. Allowing them to do damage leads to a sense of accomplishment. another variation of this would be to give the bad guy a forcefield that shows damage.You could also give them a mastermind ability that sluffs the damage of to minions who should be easy to kill.Once in a while a super high to hit encounter is ok ,but it should be few and far between.
Your mileage may vary