Now, here’s an interesting sinario. Say you met a normal looking soldier in your little group, and your going after a small group of ISIS jerks to save a town. Now, this guy is covering you as you’re making your way through the town. Then, he get’s shot in the head. Now you have no back up, you duck into a small house, and watch as the man’s wound heals completely, and slowly get’s back up, he then goes off on the bastereds, and takes them out slowly, one by one.

You meet back up with him and tell him what you saw. He takes you in an empty room, and tells you that he’s immortal, and that he’s been serving in the US military for 187 years, but has been alive for the past 5000.

What would you do? And how would such a person still be in the military for that long without giving away his immortality?

I would thank him for his service 1st haha. That's a long time of dedication!
I would then ask him how he got to be that way.

I can only share how my OC immortal warrior Crimson Shadow-Arrow would more in likely hide his immortality for such lengths of time. He’d simple ‘retire’ than fake death by natural causes. After a few decades (or centuries, depending on the planet and whatnot), he’d come back and register again. Not that’d he would serve the US military. Far too busy already, what with being the Universe’s Champion. Fighting off all sorts of Great Darknesses, hordes of demons and angels, giant bugs, rampaging prehistoric creatures, issues with Time...yeah, he’s far too busy for the US military.

Oh, and that list up top? That’s just Monday. A slow Monday.

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Well what I would do should be obvious:

Now how he would pull that off is also pretty simple.

He just wouldn't. All the paperwork and so on that you could get to make yourself either KIA or MIA depending on the situation is pretty easy to replicate. I'm also quite sure that they would pretty good at doing this too though just experience alone. Secondly is just getting out then wait a while then just re-enlisting again under a new assumed Identity. Also once again just faking the shit out of a lot of paperwork.

I know that it seems rather simplistic and subversive but honestly that would be the best way to do it. Sure it could be dressed up in super ultra secret espionage stuff but realistically its just all paperwork.