A slight rustle of the wind... and it stands before you. A Unicorn, whiter and more beautiful than you ever imagined it. It has deep wonderful eyes, and you can't help but admire this creature. It came to have a look at you, and now it freely goes. You have not the heart to stop it, and it silently vanishes between the trees.
Note: unless specially needed, this encounter should never happen again.
A friendly human hunter has a talk with you about what you are doing here, and how is the weather. He advises you to not disturb the animals, tend to any fire you set, etc. This is actually a werewolf checking his territory, and if you are not to his liking, he may ambush you with his pack later.
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