Plus, I get the impression from Highlander that The Game eventually sours all Immortal relationships. Because no matter how close you may be to another Immortal: sooner or later, there can be only one. And eventually you start to wonder if your immortal buddy would take your head.

They don't touch on it in HL, but in SPN, there are other forms of mortality: I think the Vampire Coven leader (the one John shot) was several hundered years old.