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Colin MacLeod (the main character of Highlander: The Search For Vengeance) is an Immortal who has sought vengeance for the death of his wife for thousands of years. As in the case of all Highlanders, he can only be killed by decapitation.
Colin was born in Roman occupied Britain/Scotland and fought alongside the Clan Macleod against the Romans and the brutal Roman dictator Marcus Octavius. So while Colin is not a true member of Clan Macleod he is bestowed with the clan name as a reward for his deeds in battle. It is never mentioned what his real name was. When Marcus Octavius crucifies his beloved wife, Moya, and forces her to watch the massacre of her clan Colin vows Revenge and his quest for Vengeance becomes his sole purpose for living. Colin faces Marcus in battle and is defeated and left for dead but Colin in fact lives and through an encounter with a ghost named Amergan he learns that he is an immortal and so is Marcus. Thus begins his pursuit of Marcus throughout time.