Ko [Ko90] and Bruschi [Bru92] independently showed that, in some relativized world, PSPACE (in fact, ⊕P) contains a set that is immune to the polynomial hierarchy (PH). In this paper, we study and settle the question of (relativized) separations with immunity for PH and the counting classes PP, C =P, and ⊕P in all possible pairwise combinations. Our main result is that there is an oracle A relative to which C =P contains a set that is immune to BPP ⊕P . In particular, this C =P A set is immune to PH A and to ⊕P A . Strengthening results of Torán [Tor91] and Green [Gre91], we also show that, in suitable relativizations, NP contains a C =P-immune set, and ⊕P contains a PP PH -immune set. This implies the existence of a C =P B -simple set for some oracle B, which extends results of Balcázar et al. [Bal85,BR88], and provides the first example of a simple set in a class not known to be contained in PH. Our proof technique requires a circuit lower bound for "exact counting" that is derived from Razborov's [Raz87] circuit lower bound for majority.