Duergar have certain immunities:
Immune: paralysis, phantasms, poison
Paralyzed is a separate condition from Stunned, however, and I haven't read anything that says a creature that's immune to paralysis is immune to stuns, but the debate happened at the gaming table yesterday. The case brought forth was Paralysis being a higher form of Stunning - akin to Frightened being a higher form of Shaken.
I was a monk trying to use stunning fist against a duergar. The GM said, your stunning fist attempt fails because they are immune to paralysis. I pointed out that stunning is a separate condition. Since the topic turned into a discussion that took up over 15 minutes of game time, I finally accepted his ruling and moved on.
Are creatures immune to paralysis, by proxy immune to stunning?