There is no medical "immunity" to pills. but your question is about birth control, and this has a very wide scope, including natural family planning, calendar method, tubal (fallopian tube) ligation, condoms, etc. and although strictly speaking, there is no immunity, these methods of birth control each have their own failure rates.
if your method of birth control fails and you conceive a child, this is not due to immunity but to other factors (depending on which method you are using) that may lead to method failure.