The dead
Ghosts, spirits
Machines.
Those that do not exist but do exist.
Those that are can not be effected by the power of darkness.
Lichs
Lich kings
Those that have always been dead.
The one above all
Death
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The taken membrane requires a living host and the specimen has to have an exploitable fear so Oryx can break it's will. Therefore anything that is dead or "mindless" can't be taken. This also excludes machines as there aren't really "alive". As for resurrected things, it may be possible as he may have been trying to take us in the regicide mission, he just needs a fear he can exploit. [spoiler]The reason he couldn't take us is because we don't have an exploitable fear because our fear is along the lines of losing the traveler, the last city, or the end of the light.[/spoiler]