Yes, Demon Lords
In the recently released Mordenkainen's Tome of Foes, there are several extremely powerful enemies. Amongst them are the Demon Lords, creatures of near-deity level power. An example of this is the Demogorgon found on page 144. Amongst their damage immunities, demon lords have the following immunity (bold added):
bludgeoning, piercing, and slashing that is nonmagical
Note that this is in contrast to the similar resistance or immunity that other creatures have to:
bludgeoning, piercing, and slashing from nonmagical attacks (MToF, p. 132, bold added)
And note that, as stated in the PHB on page 183 (bold added):
At the end of a fall, a creature takes 1d6 bludgeoning damage for every 10 feet it fell, to a maximum of 20d6.
Thus, if the Demogorgon was somehow subjected to a fall, it would take no damage, since the bludgeoning damage from a fall "is nonmagical."