The Immortals are four empowered protagonists that have existed as long as legend itself - being born of different eras each would become an embodiment of a specific concept linked with Caprice, the spirit of imagination.
Together they would unite to face off against threats against the real world as well the many worlds of fiction (which include the world of Toons and "outer beings").
They are also the four most recurring enemies to Emperor Gear - indeed if it was not for these four beings Emperor Gear may well of conquered Earth many times in the past and their battle continues to this day, in secret.
(note: Toons and Caprice are the intellectual properties of Betwixt and used with permission)