Parshuram (Sixth avatar of Lord Vishnu and son of Renuka and one of the Saptarishis named Jamadagni). He received an axe after worshipping Lord Shiva and Shiva also taught him Kalaripayattu (which is the mother of all martial arts). Parshuram conquered the entire world from Kshatriyas 21 times. He is supposed to be immortal and will guide the Kalki Avatar in Kaliyuga to undergo a penance to get all the celestial and magical weapons to save mankind.
The hidden reason behind Parashuram being immortal is that he has all the knowledge of warfare and how to prepare any kind of weapon.
Secret scroll of Shareerashastra: This book discusses physiology and explains how to kill a person simply by touching him or her, known as the “the touch of death,” simply by the reversal of a nerve impulse. - Parashurama