You will almost always have several allied team members on your side throughout the game. The teammates that are invincible are Dunn, Ghost, Foley, Makarov, MacTavish, and Price. Always let them lead the way during battle. While your other teammates can die, they will usually be replaced by reinforcements. Although it is slower, it is much safer to let your teammates lead the way, especially when you are low on health and need to heal.