I think when wishing for immortality people do not realize how long forever is. You get some idea while waiting for your girlfriend to get ready, or watching the clock during the last hour at work but that is nothing. I would like to read all the books, see all the movies, visit all the countries and just try just about everything but how long will this take. Ten, twenty thousand years? How long until you get bored. I also imagine myself after the Earth gets destroyed by an asteroid, just floating around in space for all eternity hoping to get picked up by aliens or loose my mind whichever comes first.
But here is the promised recommendation for a movie that in my opinion deals best with this question. The movie is “Man from Earth” (2007). http://www.imdb.com/title/tt0756683/?ref_=sr_2
It is about a college professor who invites all his colleagues to his cabin to a farewell party. Here he reveals he never ages and that he has been walking the earth for thousands of years. The whole movie is just a conversation between them, trying to expose him as a fraud or trying to get some answers about life. I really enjoy one-setting movies, this one being my favorite.