During the campaign will almost always have several allied team members on your side throughout the game. The teammates that are invincible are as follows: Dunn, Ghost, Foley, Makarov, MacTavish, and Price. Always let them lead the way in the battlefield. While your other teammates can die, they will almost always be replaced by reinforcements. It may be slower, but it is safer to let your teammates lead the way, especially when you are low on health and need to heal.