Ichor

Ichor is the golden blood of the gods and other immortal beings. Those with Ichor, including gods, Titans, and some monsters are perfect superhuman beings who, in battle, can be wounded but never permanently killed, or in the case of gods and Titans, never killed at all. Demigods also have their godly parent's Ichor in their veins infused with their human blood, however it cannot be seen. Although demigods have Ichor in their human blood stream, it does not make them entirely immortal.

The Lightning Thief
Percy stabs Ares in his ankle and makes him bleed Ichor, which dissipated into the tide (they were fighting in water).

The Titan's Curse
Percy has a dream when Artemis was captured and she was bleeding Ichor while captured by Atlas in chains.

The Sword of Hades
Percy stabs Iapetus' calf with Riptide during the fight over the Sword of Hades before pushing him into the River Lethe.

The Last Olympian
Typhon bleeds Ichor from his neck when Poseidon stabs him in his throat, making a "waterfall of blood".

The Lost Hero
Jason hit a Ventus on the head with a club and the Ventus bled Ichor.

The Son of Neptune
Percy stabbed Polybotes in the stomach with Riptide and he started to bleed Ichor but the wound healed.

Trivia

 * Alcyoneus is the only immortal who doesn't bleed Ichor; instead he bleeds oil.