Question

In my White game it said, "Serperior is unaffected" when a Pokemon used Horn Drill on it. What other Pokemon are like this?

Answer 1

If your pokemon is higher leveled than the opponent, 1 Hit KO moves don't affect it. (Horn Drill, Fissure, Sheer Cold).

Comments

Not to mention pokemon with the ability  Sturdy and ones that are immune to that type of move (An example would be the normal type horn drill against a Ghost type.)

Answer 2

In addition to what Swampert posted, Flying pokemon (and Levitators, Magnet Risers, Baloonists) will be immune to Fissure. And Ghosts will be immune to Horn Drill and Guillotine.

Comments

Yes the above two are correct . For more info. Check pokemondb.net/ability/sturdy .

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Also Shedinja is immune to horn drill because of wonder drill and I think guillotine

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The link doesn't work

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Due to it's ability Wonder Guard, Shedinja is immune to all the OHKO moves, as none of them are Super Effective against it.