or "Our weapons are useless!"
Some creatures or entities are protected by more than mere physical armour. They may be shielded by force fields, enwrapped by mystic energies or have an alien metabolism that can shrug off hits which would put holes in a battle tank. Models like these are referred to as invulnerable and always get their saving throw even if the Armour Piercing value of the weapons hitting them would normally defeat their armour. Even if a hit normally ignores all armour saves, an invulnerable model gets to try and make its saving throws as normal.
Sometimes a creature has a normal armour save and a separate invulnerable armour save – a good example of this is a Space Marine Chaplain who is protected by power armour and a forcefield. In cases where an invulnerable save is also available the owning player must decide which armour save to use before rolling the dice as the model will still only get to make one saving throw.